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N°16-44: On the American Swaption in the Linear-Rational Framework, D. Filipovic and Y. Kitapbayev, 2016.

N°16-44: On the American Swaption in the Linear-Rational Framework, D. Filipovic and Y. Kitapbayev, 2016.

AuthorD. Filipović, Y. Kitapbayev
Date7 juil 2016
CatégorieWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2806119

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