No arbitrage relation between a swaption and a Cap/floor in the framework of Brace, Gaterek and Musiela

Takashi Yasuoka

    Research output: Contribution to journal › Article

    Original languageEnglish
    JournalDefault journal
    Publication statusPublished - 1998 Nov 25

    Cite this

    No arbitrage relation between a swaption and a Cap/floor in the framework of Brace, Gaterek and Musiela. / Yasuoka, Takashi.

    In: Default journal, 25.11.1998.

    Research output: Contribution to journal › Article

    Yasuoka, T 1998, 'No arbitrage relation between a swaption and a Cap/floor in the framework of Brace, Gaterek and Musiela', Default journal.
    Yasuoka T. No arbitrage relation between a swaption and a Cap/floor in the framework of Brace, Gaterek and Musiela. Default journal. 1998 Nov 25.
    Yasuoka, Takashi. / No arbitrage relation between a swaption and a Cap/floor in the framework of Brace, Gaterek and Musiela. In: Default journal. 1998.
    @article{9ba59131aec54efa9c922bf995072ba8,
    title = "No arbitrage relation between a swaption and a Cap/floor in the framework of Brace, Gaterek and Musiela",
    author = "Takashi Yasuoka",
    year = "1998",
    month = "11",
    day = "25",
    language = "English",
    journal = "Default journal",

    }

    TY - JOUR

    T1 - No arbitrage relation between a swaption and a Cap/floor in the framework of Brace, Gaterek and Musiela

    AU - Yasuoka, Takashi

    PY - 1998/11/25

    Y1 - 1998/11/25

    M3 - Article

    JO - Default journal

    JF - Default journal

    ER -