Options on bonds : implied volatilities from affine short-rate dynamics

Matthew Lorig, Natchanon Suaysom

Year of publication:	2022
Authors:	Lorig, Matthew ; Suaysom, Natchanon
Subject:	Affine short-rate \| Implied volatility \| Options on bonds \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Zinsstruktur \| Yield curve \| Optionsgeschäft \| Option trading \| Anleihe \| Bond \| Öffentliche Anleihe \| Public bond \| Zinsderivat \| Interest rate derivative

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