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delta hedging
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Delta, gamma and
bucket
hedging
of interest rate derivatives
Jarrow, Robert
;
Turnbull, Stuart
- In:
Applied Mathematical Finance
1
(
1994
)
1
,
pp. 21-48
Heath et al. (1992) model. A formal description of
bucket
hedging
is given along with a discussion of some of the issues …
Persistent link: https://www.econbiz.de/10009279087
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