Term structure movements implicit in Asian option prices (Q2893078)
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scientific article; zbMATH DE number 6049741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure movements implicit in Asian option prices |
scientific article; zbMATH DE number 6049741 |
Statements
Term structure movements implicit in Asian option prices (English)
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25 June 2012
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asset pricing
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fixed income derivatives
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empirical finance
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financial econometrics
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affine term structure models
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