Interest rate option pricing with volatility humps (Q375489)
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scientific article; zbMATH DE number 6221291
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Interest rate option pricing with volatility humps |
scientific article; zbMATH DE number 6221291 |
Statements
Interest rate option pricing with volatility humps (English)
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30 October 2013
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interest rate claims
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volatility humps
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0.8924393653869629
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0.8924389481544495
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0.82765132188797
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0.7926980257034302
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0.7908769845962524
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