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Short Communication: Caplet Pricing in Affine Models for Al..:
Fontana, Claudio
SIAM Journal on Financial Mathematics. 14 (2023) 1 - p. SC1-SC16 , 2023
Link:
https://doi.org/10.1137/22m1513691
RT Journal T1 <Title>Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_22m1513691&Exemplar=1&LAN=DE A1 Fontana, Claudio PB Society for Industrial & Applied Mathematics (SIAM) YR 2023 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 14 IS 1 SP SC1 OP SC16 LK http://dx.doi.org/https://doi.org/10.1137/22m1513691 DO https://doi.org/10.1137/22m1513691 SF ELIB - SuUB Bremen
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