Jun He
Post
Research
Note
Data
Bergen
🌞
Jesper Andreasen
← Papers reviewed on this blog
[2001 JFE]
多一个因子,百慕大期权就更值钱吗?——一场关于「校准」的祛魅
Factor Dependence of Bermudan Swaptions: Fact or Fiction?
Jun 2026