Explicit European Swaption Formula in a Separable One-Factor Libor Market Model; Extension to Bond Futures and 2-Bermudan Swaptions
2014 ◽
Vol 17
(3)
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pp. 87-110
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Keyword(s):
2016 ◽
Vol 03
(01)
◽
pp. 1650005
◽
Keyword(s):
Keyword(s):
2000 ◽
Vol 3
(2)
◽
pp. 5-32
◽