About Long-Term Cross-Currency Bermuda Swaption Pricing

Bünyamin Erkan and Jean-Luc Prigent

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Date: 2020-06
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Published in Computational Economics, 2020, 56 (1), pp.239-262. ⟨10.1007/s10614-019-09899-7⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03679412

DOI: 10.1007/s10614-019-09899-7

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