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. |
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| 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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