Accurate pricing of swaptions via Lower Bound

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Handbook of Recent Advances in Commodity and Financial Modeling
Publisher	SPRINGER
Pages	183-205
Number of pages	23
Volume	257
ISBN (Print)	9783319613208
Publication status	Published - 1 Jan 2017

Cite this

@inbook{f862f23627814ebcb9ff0455aa2caedc,

title = "Accurate pricing of swaptions via Lower Bound",

author = "GAMBARO, \{ANNA MARIA\} and Ruggero Caldana and Gianluca FUSAI",

year = "2017",

month = jan,

day = "1",

language = "English",

isbn = "9783319613208",

volume = "257",

pages = "183--205",

booktitle = "Handbook of Recent Advances in Commodity and Financial Modeling",

publisher = "SPRINGER",

}