Pricing Swaptions Under the Market Model of Interest Rates With Local-Stochastic Volatility Models
Shiraya, Kenichiro; Takahashi, Akihiko; Yamazaki, Akira
- 期刊名称Wilmott
- 作者Shiraya, Kenichiro; Takahashi, Akihiko; Yamazaki, Akira
- 卷第2012卷
- 期第61期
- 印刷ISSN1540-6962
- 文件大小23839.20KB
- 发表时间2012-09
- DOI10.1002/wilm.10148
- 页码48-63