Valuation of Cross-Currency Bermudan Swaption

Valuation of Cross-Currency Bermudan Swaption

Du Zhikuo,Zhang Dixin

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PDF(245 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2011, Vol. 27 ›› Issue (4) : 425-434.

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Valuation of Cross-Currency Bermudan Swaption

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