Maxwell, D., & McWalter, T. (2016). Volatility transformation in a multi-curve setting applied to caps and swaptions. Division of Actuarial Science.
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Chicago Style (17th ed.) Citation
Maxwell, Daniel, and Thomas McWalter. Volatility Transformation in a Multi-curve Setting Applied to Caps and Swaptions. Division of Actuarial Science, 2016.
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MLA (9th ed.) Citation
Maxwell, Daniel, and Thomas McWalter. Volatility Transformation in a Multi-curve Setting Applied to Caps and Swaptions. Division of Actuarial Science, 2016.
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Warning: These citations may not always be 100% accurate.