Pricing Swaptions Under Multifactor Gaussian Hjm Models

AuthID
P-009-WAC
Tipo de Documento
Article
Year published
2014
Publicado
in MATHEMATICAL FINANCE, ISSN: 0960-1627
Volume: 24, Número: 4, Páginas: 762-789 (28)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-84925339728
Wos: WOS:000342844400005
Source Identifiers
ISSN: 0960-1627
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