Options on normal underlyings with an application to the pricing of survivor swaptions
| Year of publication: |
2009
|
|---|---|
| Authors: | Dawson, Paul ; Dowd, Kevin ; Cairns, Andrew J. G. ; Blake, David |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 29.2009, 8, p. 757-774
|
| Publisher: |
John Wiley & Sons, Ltd. |