Convexity meets replication: Hedging of swap derivatives and annuity options
| Year of publication: |
2011
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|---|---|
| Authors: | Zheng, Wendong ; Kuen Kwok, Yue |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 7, p. 659-679
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