Calibration and estimation on SRSV-LMM and CMS spread options pricing

MA Junhai, SUN Bin

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (2) : 288-302.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (2) : 288-302. DOI: 10.12011/1000-6788(2017)02-0288-15

Calibration and estimation on SRSV-LMM and CMS spread options pricing

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(2): 288-302 https://doi.org/10.12011/1000-6788(2017)02-0288-15

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