.
Spector, Michael's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total Downloads
1,051
Total
Citations
0
1.
Antonov, Alexandre Numerix
Spector, Michael Numerix
Posted:
26 Mar 12
Last Revised:
05 Sep 12
745
(14,854)
SABR, closed formula, map approximation, swaption price, CMS replication, volatility surface
2.
Antonov, Alexandre Numerix
Spector, Michael Numerix
306
(47,589)
Multi-factor short rate models, analytical expression for zero bond and swaption price, regular and singular expansions, bounded short rate model, economic scenario gereration
Records 1 -
2
of 2 matches
[
1
]
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 0.125 seconds