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Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

✍ Scribed by Rong Fan; Anurag Gupta; Peter Ritchken

Book ID
110693244
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
405 KB
Volume
58
Category
Article
ISSN
0022-1082

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