Pricing Coupon Bond Options and Swaptions under the One-Factor Hull–White Model

Journal of Fixed Income, Volume 25, No. 4, Spring 2016, pp76-82.

Author(s):

Vincenzo Russo

Journal of Fixed Income, Volume 25, No. 4, Spring 2016, pp76-82.

Type: Academic publication
Date: le 01/05/2016
Source : Journal of Fixed Income

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