scientific article; zbMATH DE number 1865383

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zbMath1075.91547MaRDI QIDQ4791400

Stuart M. Turnbull, Robert A. Jarrow

Publication date: 6 February 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

gamma hedging delta hedging bucket hedging derivative of interest rate

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic models in economics (91B70)

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