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Pricing CMS TARN

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Joined: August 22nd, 2005, 8:04 am

Pricing CMS TARN

October 19th, 2005, 1:28 pm

Did anyone knows what is the efficient way to correctly price CMS TARN? and did anyone knows where I can find these articles ?Mourad Berrahoui: Pricing CMS Spread Options and Digital CMS Spread Options with SmileBernd Appasamy, Stefan Hengstmann, Georg Stapper and Egbert Schark: Pricing CMS Spread Options and Digital CMS Spread Options with SmileThanks for your answer, with Smile !
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