SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL
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Publication:3523595
DOI10.1142/S0219024901001127zbMath1153.91490MaRDI QIDQ3523595
Erik Schlögl, Tim Dun, Geoff Barton
Publication date: 3 September 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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