A characterization of hedging portfolios for interest rate contingent claims.

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Publication:1879909

DOI10.1214/105051604000000297zbMath1048.60049arXivmath/0407119OpenAlexW3101154308MaRDI QIDQ1879909

Michael R. Tehranchi, René A. Carmona

Publication date: 15 September 2004

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0407119




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