Model Independent Bounds for Accreting and Amortising Bermudan Swaptions
2013 ◽
Vol 61
(3)
◽
pp. 569-579
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2014 ◽
Vol 17
(3)
◽
pp. 87-110
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Keyword(s):
A model-independent adaptive sequential sampling technique based on response nonlinearity estimation
2019 ◽
Vol 61
(3)
◽
pp. 1051-1069
◽
Keyword(s):
Keyword(s):
2021 ◽
Vol 503
(3)
◽
pp. 4581-4600
Keyword(s):