Singleton, K. J., & Umantsev, L. (2002). PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS. Mathematical Finance, 12(4), 427. https://doi.org/10.1111/j.1467-9965.2002.tb00132.x
Chicago Style (17th ed.) CitationSingleton, Kenneth J., and Len Umantsev. "PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS." Mathematical Finance 12, no. 4 (2002): 427. https://doi.org/10.1111/j.1467-9965.2002.tb00132.x.
MLA (9th ed.) CitationSingleton, Kenneth J., and Len Umantsev. "PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS." Mathematical Finance, vol. 12, no. 4, 2002, p. 427, https://doi.org/10.1111/j.1467-9965.2002.tb00132.x.
Warning: These citations may not always be 100% accurate.