Factor dependence of Bermudan swaptions: fact or fiction?
| Year of publication: |
2001
|
|---|---|
| Authors: | Andersen, Leif ; Andreasen, Jesper |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 62.2001, 1, p. 3-37
|
| Publisher: |
Elsevier |