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~subject:"Theory"
~isPartOf:"International journal of theoretical and applied finance"
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Simulated swaption delta-hedging in the lognormal forward LIBOR model
Dun, Tim
;
Barton, Geoff
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 677-709
Persistent link: https://www.econbiz.de/10001600372
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