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Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz; Jabłecki, Juliusz - In: Options - 45 years since the publication of the …, (pp. 393-412). 2023
Persistent link: https://www.econbiz.de/10014366688
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Bermudan swaption model risk analysis : a local volatility approach
Jabłecki, Juliusz - In: The journal of computational finance 22 (2018) 2, pp. 101-131
Persistent link: https://www.econbiz.de/10011976669
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A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of computational finance 21 (2017/2018) 5, pp. 35-62
Persistent link: https://www.econbiz.de/10011860899