Report NEP-CMP-2003-10-12This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Henrard Marc, 2003. "A semi-analytical approach to Canary swaptions in HJM one-factor model," Finance, EconWPA 0310008, EconWPA, revised 25 Nov 2004.