Theory and Calibration of Swap Market Models
ContributorsGalluccio, Stefano; Huang, Zhijhang; Ly, Jean-Michel; Scaillet, Olivier![orcid](assets/images/orcid.png)
![orcid](assets/images/orcid.png)
Collection
- Cahiers de recherche; 2004.01
Publication date2004
Abstract
Keywords
- Swap market model
- Cap
- Swaption
- Calibration
- Graph Theory
Affiliation
Citation (ISO format)
GALLUCCIO, Stefano et al. Theory and Calibration of Swap Market Models. 2004
Main files (1)
Report
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Identifiers
- PID : unige:5781