SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL (Q3523595): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL |
scientific article |
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SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL (English)
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3 September 2008
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term structure of interest rates
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hedging
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simulation
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lognormal forward LIBOR model
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