Pricing Swaptions Under Multifactor Gaussian Hjm Models

AuthID
 P-009-WAC
2
Author(s)
Document Type
Article
Year published
2014
Published
in MATHEMATICAL FINANCE, ISSN: 0960-1627
Volume: 24, Issue: 4, Pages: 762-789 (28)
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Publication Identifiers
SCOPUS: 2-s2.0-84925339728
Wos: WOS:000342844400005
Source Identifiers
ISSN: 0960-1627
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