| Original language | English |
|---|---|
| Pages (from-to) | 22-34 |
| Number of pages | 13 |
| Journal | Journal of Derivatives |
| Volume | 26 |
| Issue number | 3 |
| DOIs | |
| State | Published - Mar 2019 |
Pricing bermudan variance swaptions using multinomial trees
Honglei Zhao, Rupak Chatterjee, Thomas Lonon, Ionut Florescu
Research output: Contribution to journal › Article › peer-review
1
Scopus
citations