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PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS.

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Title: PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS.
Authors: Singleton, Kenneth J.1,2 ken@future.stanford.edu, Umantsev, Len3
Source: Mathematical Finance. Oct2002, Vol. 12 Issue 4, p427-446. 20p.
Database: Mathematics Source
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        Value: 10.1111/j.1467-9965.2002.tb00132.x
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      – Code: eng
        Text: English
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        PageCount: 20
        StartPage: 427
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      – TitleFull: PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS.
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              Text: Oct2002
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              Y: 2002
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