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Analytic Pricing of SOFR Futures Contracts with Smile and Skew

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Romero-Bermúdez, Aurelio, Turfus, Colin
Formato:	Preprint
Publicado:	2024
Materias:	Mathematical Finance Pricing of Securities
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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