Works matching IS 13806645 AND DT 2023 AND VI 26 AND IP 2/3
Results: 2
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson–Siegel model.
- Published in:
- Review of Derivatives Research, 2023, v. 26, n. 2/3, p. 171, doi. 10.1007/s11147-023-09196-4
- By:
- Publication type:
- Article
Implied volatility surfaces: a comprehensive analysis using half a billion option prices.
- Published in:
- Review of Derivatives Research, 2023, v. 26, n. 2/3, p. 135, doi. 10.1007/s11147-023-09195-5
- By:
- Publication type:
- Article