Valuation of callable accreting interest rate swaps least squares Monte-Carlo method under Hull-White interest rate model

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Bibliographische Detailangaben
Veröffentlicht in:	The North American journal of economics and finance
1. Verfasser:	Tang, Kin Boon (VerfasserIn)
Weitere Verfasser:	Zheng, Wen-Jie (VerfasserIn), Lin, Chao-Yang (VerfasserIn), Lin, Shih-kuei (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2021
Schlagworte:	Bermudan options > Callable accreting interest rate swap > Hull and White model > Least Squares Monte-Carlo > Zero callable bonds > Aufsatz in Zeitschrift
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