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TARN based on CMS spread
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 !