On the sensitivity analysis of energy quanto options (Q5046315)
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scientific article; zbMATH DE number 7609431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sensitivity analysis of energy quanto options |
scientific article; zbMATH DE number 7609431 |
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On the sensitivity analysis of energy quanto options (English)
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28 October 2022
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energy option
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futures
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Malliavin derivatives
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HJM framework
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