Aufsatz(elektronisch)#12019
A Unified Market Model for Swaptions and Constant Maturity Swaps
In: International Journal of Theoretical and Applied Finance, Band 24, Heft 4, S. 2021
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In: International Journal of Theoretical and Applied Finance, Band 24, Heft 4, S. 2021
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In: Journal of Portfolio Management, Band 48, Heft 1, S. 2021
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Working paper
In: Journal of Derivatives, Band 27, Heft 2
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Working paper
In: International Conference on Computational Science 2019. http://dx.doi.org/10.1007/978-3-030-22741-8_38
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In: Journal of Futures Markets (Forthcoming)
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