KRED

Wednesday, June 14, 2017

Bounding Bermudans

http://ift.tt/eA8V8J
Thomas Roos derives model-independent bounds for amortising and accreting Bermudan swaptions

June 14, 2017 at 03:01PM

http://ift.tt/2rZGGrQ

from

http://ift.tt/2rZGGrQ