Discrete volatility calibration for callable swaps : a model comparison
Angelo Corelli
| Year of publication: |
2012
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|---|---|
| Authors: | Corelli, Angelo |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 2.2011, 4, p. 258-264
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010008737