A Quantum Field Theory Term Structure Model Applied to Hedging (Q5696861)
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scientific article; zbMATH DE number 2216241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Quantum Field Theory Term Structure Model Applied to Hedging |
scientific article; zbMATH DE number 2216241 |
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A Quantum Field Theory Term Structure Model Applied to Hedging (English)
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19 October 2005
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bond portfolio
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hedging
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field theory model
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variance minimization
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