We are grateful for financial support from the Gifford Fong Associates Fund, at the Graduate School of Business, Stanford University.
PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
Version of Record online: 8 JAN 2007
Volume 12, Issue 4, pages 427–446, October 2002
How to Cite
Singleton, K. J. and Umantsev, L. (2002), PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS. Mathematical Finance, 12: 427–446. doi: 10.1111/j.1467-9965.2002.tb00132.x
- Issue online: 8 JAN 2007
- Version of Record online: 8 JAN 2007
- Manuscript received April 2001; final revision received February 2002.
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