%0 Journal Article %1 Kawai2003 %A Kawai, Atsushi %D 2003 %I Routledge %J Applied Mathematical Finance %K imported %N 1 %P 49--74 %T A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach %U http://www.informaworld.com/10.1080/1350486021000029216 %V 10

@article{Kawai2003, added-at = {2008-04-23T19:16:38.000+0200}, author = {Kawai, Atsushi}, biburl = {https://www.bibsonomy.org/bibtex/2cb8e012328ed5ca8441d73dde112703f/smicha}, interhash = {cd9be66de117ac6940935eaa9fe4a534}, intrahash = {cb8e012328ed5ca8441d73dde112703f}, issn = {1350-486X}, journal = {Applied Mathematical Finance}, keywords = {imported}, number = 1, pages = {49--74}, publisher = {Routledge}, timestamp = {2008-04-23T19:16:46.000+0200}, title = {A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach}, url = {http://www.informaworld.com/10.1080/1350486021000029216}, volume = 10, year = 2003 }