A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach
| Year of publication: |
2003
|
|---|---|
| Authors: | Kawai, Atsushi |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 10.2003, 1, p. 49-74
|