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

Takashi Yasuoka

    Research output: Contribution to journalArticle

    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 journalArticle

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    author = "Takashi Yasuoka",
    year = "1998",
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    day = "25",
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    PY - 1998/11/25

    Y1 - 1998/11/25

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