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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Review of derivatives research"
~person:"Godin, Frédéric"
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Godin, Frédéric
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Report / Erasmus Center for Financial Research, Erasmus University
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Review of derivatives research
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Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
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