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2 articles with title/keywords/abstract containing Couponbond options

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Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models

Authors: Singleton, K.J.; Umantsev, L.

Source: Mathematical Finance, Volume 12, Number 4, 1 October 2002 , pp. 427-446(20)

Publisher: Blackwell Publishing

Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model

Authors: Christiansen C.; Strunk Hansen C.

Source: Review of Derivatives Research, Volume 5, Number 1, 2002 , pp. 51-80(30)

Publisher: Springer

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