On Carr and Lee’s Correlation Immunization Strategy (Q5382633)
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scientific article; zbMATH DE number 7067396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Carr and Lee’s Correlation Immunization Strategy |
scientific article; zbMATH DE number 7067396 |
Statements
On Carr and Lee’s Correlation Immunization Strategy (English)
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18 June 2019
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robust pricing
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quadratic variation
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volatility
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variance
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