Valuation of callable range accrual linked to CMS Spread under generalized swap market model

Published 2023 View Full Article

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Title
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
Authors
Keywords
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Journal
International Review of Financial Analysis
Volume 90, Issue -, Pages 102956
Publisher
Elsevier BV
Online
2023-09-22
DOI
10.1016/j.irfa.2023.102956
References
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