Title: Discrete volatility calibration for callable swaps: a model comparison PAPER WITHDRAWN
Authors: Angelo Corelli
Addresses: IEI Department, University of Linköping, SE-581 83 Linköping, Sweden
Abstract: Please note: It is the policy of Inderscience to withdraw from publication any paper if subsequent to publication it becomes a matter of dispute about intellectual property, publishing ethics or legal issues. This paper has been withdrawn from publication according to this policy.
International Journal of Financial Markets and Derivatives, 2011 Vol.2 No.4, pp.258 - 264
Published online: 28 Feb 2015 *Full-text access for editors Access for subscribers Purchase this article Comment on this article