Finite maturity caps and floors on continuous flows (Q1029997)
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scientific article; zbMATH DE number 5573629
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Finite maturity caps and floors on continuous flows |
scientific article; zbMATH DE number 5573629 |
Statements
Finite maturity caps and floors on continuous flows (English)
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1 July 2009
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finite maturity
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caps and floors
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continuous flows
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time integral of options
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implied volatilities
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0.7384191155433655
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0.7340197563171387
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0.7284592390060425
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0.7278457283973694
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0.7221975922584534
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