CMS spread options in quadratic Gaussian model
Parviz Rakhmonov, Firuz Rakhmonov
| Year of publication: |
2022
|
|---|---|
| Authors: | Rakhmonov, Parviz ; Rakhmonov, Firuz |
| Subject: | calibration | CMS spread | interest rate model | Quadratic Gaussian model | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Zinsderivat | Interest rate derivative | Zins | Interest rate |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-022-09188-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013457623