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Equity quantile upper and lower swaps - MaRDI portal

Equity quantile upper and lower swaps (Q2893071)

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scientific article; zbMATH DE number 6049734
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English
Equity quantile upper and lower swaps
scientific article; zbMATH DE number 6049734

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    Equity quantile upper and lower swaps (English)
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    25 June 2012
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    swap pricing
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    equity prices
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    quantitative finance
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    quantitative finance techniques
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