Interest rate option pricing with volatility humps (Q375489)
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scientific article; zbMATH DE number 6221291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest rate option pricing with volatility humps |
scientific article; zbMATH DE number 6221291 |
Statements
Interest rate option pricing with volatility humps (English)
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30 October 2013
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interest rate claims
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volatility humps
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