Valuation of caps and swaptions under a stochastic string model
- Bueno-Guerrero, A.
- Moreno, M.
- Navas, J.F.
Aldizkaria:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Argitalpen urtea: 2020
Alea: 559
Mota: Artikulua