Author:
Chan Raymond H.,Guo Yves ZY.,Lee Spike T.,Li Xun
Publisher
Springer Nature Singapore
Reference4 articles.
1. Andersen, L.B.G., Buffum, D.: Calibration and implementation of convertible bond models. J. Comput. Finance 7(2), 1–34 (2004)
2. Andersen, L.B.G., Piterbarg, V.V.: Interest Rate Modeling. Volume 3: Products and Risk Management, 1st edn. Atlantic Financial Press, London (2010)
3. Berrahoui, M.: Pricing CMS spread options and digital CMS spread options with smile. Wilmott Mag. 2004, 63–69 (2004, May)
4. Carr, P., Javaheri, A.: The forward PDE for European options on stocks with fixed fractional jumps. Int. J. Theor. Appl. Finance 8(2), 239–253 (2005)