Media type: E-Article Title: Approximate pricing of swaptions in affine and quadratic models Contributor: Gambaro, Anna Maria; Caldana, Ruggero; Fusai, Gianluca imprint: Informa UK Limited, 2017 Published in: Quantitative Finance Language: English DOI: 10.1080/14697688.2017.1292043 ISSN: 1469-7688; 1469-7696 Keywords: General Economics, Econometrics and Finance ; Finance Origination: Footnote: