A Payoff Consistent Approach to Cash-Settled Swaptions and Constant Maturity Swaps Replication
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Main Authors: | TEE, Chyng Wen, Kerkhof, Jeroen |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2013
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/4471 |
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Institution: | Singapore Management University |
Language: | English |
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