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Pricing Swaptions under Multifactor Gaussian HJM Models
João Nunes
(Nunes, J.);
Pedro Prazeres (Prazeres, P.);
Event Title
Mathematical Finance Days 2012 Meeting
Year (definitive publication)
2012
Language
English
Country
Canada
More Information
--
Abstract
--
Acknowledgements
--
Keywords
--
Publication Identifiers
Ciência-IUL ID
ci-pub-11425
Other Publication Details
Peer Reviewed
Yes
Dissemination Mean
Digital
City
Montreal
Event Type
Conference
Event Classification
International
Event Presentation Type
Oral Presentation
Publication Date (online)
Publication Date (print)
Português
