Pedro Miguel Silva Prazeres
AuthID: R-004-Q21
1
TITLE: PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS. PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS Full Text
AUTHORS: Joao Pedro V Vidal Nunes; Pedro Miguel S Silva Prazeres;
PUBLISHED: 2014, SOURCE: MATHEMATICAL FINANCE, VOLUME: 24, ISSUE: 4
AUTHORS: Joao Pedro V Vidal Nunes; Pedro Miguel S Silva Prazeres;
PUBLISHED: 2014, SOURCE: MATHEMATICAL FINANCE, VOLUME: 24, ISSUE: 4
