A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
Top Cited Papers
- 1 January 2000
- journal article
- Published by Infopro Digital Services Limited in Journal of Computational Finance
- Vol. 3 (2) , 5-32
- https://doi.org/10.21314/jcf.1999.041
Abstract
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