P. Dawson
Options on Normal Underlyings with an Application to the Pricing of Survivor Swaptions.
Dawson, P.; Dowd, K.; Cairns, A.J.G.; Blake, D.
Citation
Dawson, P., Dowd, K., Cairns, A., & Blake, D. (2009). Options on Normal Underlyings with an Application to the Pricing of Survivor Swaptions. Journal of Futures Markets, 29(8), 757-774. https://doi.org/10.1002/fut.20378
| Journal Article Type | Article |
|---|---|
| Publication Date | 2009-08 |
| Deposit Date | Nov 20, 2012 |
| Journal | Journal of Futures Markets |
| Print ISSN | 0270-7314 |
| Electronic ISSN | 1096-9934 |
| Publisher | Wiley |
| Peer Reviewed | Peer Reviewed |
| Volume | 29 |
| Issue | 8 |
| Pages | 757-774 |
| DOI | https://doi.org/10.1002/fut.20378 |
| Public URL | https://durham-repository.worktribe.com/output/1493271 |
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