On pricing and hedging in the swaption market: how many factors really?
Fan Rong Et al
On pricing and hedging in the swaption market: how many factors really? 2007 - 2007 - 9 - 33 V. 15 Issue. 1
Derivatives
Pricing model;Risk management;Swaption market;
On pricing and hedging in the swaption market: how many factors really? 2007 - 2007 - 9 - 33 V. 15 Issue. 1
Derivatives
Pricing model;Risk management;Swaption market;