Jun He
Post
Research
Note
Data
Bergen
🌞
Leif Andersen
← 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