On Carr and Lee’s Correlation Immunization Strategy

Applied Mathematical Finance 2019 / 03 Vol. 26; Iss. 2

On Carr and Lee’s Correlation Immunization Strategy

Lin, Jimin, Lorig, Matthew
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Volume:
26
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2019.1598276
Date:
March, 2019
File:
PDF, 4.00 MB
english, 2019
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