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About Long-Term Cross-Currency Bermuda Swaption Pricing

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https://hal-cyu.archives-ouvertes.fr/hal-03679412
Contributor : Jean-Luc Prigent Connect in order to contact the contributor
Submitted on : Thursday, May 26, 2022 - 3:24:23 PM
Last modification on : Friday, August 5, 2022 - 2:46:00 PM

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Bünyamin Erkan, Jean-Luc Prigent. About Long-Term Cross-Currency Bermuda Swaption Pricing. Computational Economics, 2020, 56 (1), pp.239-262. ⟨10.1007/s10614-019-09899-7⟩. ⟨hal-03679412⟩

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