Libor Market Models with stochastic volatility and CMS spread option pricing

Matthias Lutz

Year of publication:	2011
Authors:	Lutz, Matthias
Subject:	Optionspreistheorie \| Option pricing theory \| Zinsstruktur \| Yield curve \| Zinsderivat \| Interest rate derivative \| Risikoprämie \| Risk premium \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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