Pricing and hedging volatility smile under multifactor interest rate models
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More about this item
KeywordsJump-diffusion models; HJM models; Volatility smile; Euribor options; G12; G13;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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