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Pricing of Pseudo-Swaps based on Pseudo-Statistics

The article introduces a method for pricing different types of swaps using pseudostatistics, and compares it to an existing model.

Featured in No. 9 on 26 Jul 2023 · 5 days after release · 0 citations today

Released
21 Jul 2023
First featured
No. 9 · 26 Jul 2023
Citations (Semantic Scholar)
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Identifier
SSRN 4517749

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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