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Finance / Fixed income analysis / Economics / Swaption / Pricing / Ho–Lee model / Black–Karasinski model / Hull–White model / Financial economics / Mathematical finance / Options


On the pricing of Bermudan swaptions with an application to limited observed market data Mattias Jansson Royal Institute of Technology
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Document Date: 2005-04-19 06:48:00


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File Size: 425,03 KB

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