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

Takashi Yasuoka

    研究成果: Article

    元の言語English
    ジャーナルDefault journal
    出版物ステータスPublished - 1998 11 25

    これを引用

    @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 -