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Kerkhof, Jeroen
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Kerkhof, Jeroen
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Kerkhof, Jeroen
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1
A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication
by
TEE, Chyng Wen
,
Kerkhof
,
Jeroen
Published 2013
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2
A Payoff Consistent Approach to Cash-Settled Swaptions and CMS Replication
by
TEE, Chyng Wen
,
KERKHOF
,
Jeroen
Published 2014
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3
A unified market model for swaptions and constant maturity swaps
by
TEE, Chyng Wen
,
KERKHOF
,
Jeroen
Published 2021
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