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~isPartOf:"Risk : managing risk in the world's financial markets"
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CUTTING EDGE - Interest rate derivatives - Delt and vega hedging in the SABR and LMM-SABR models - The authors examine the hedging performance of the SABR and LMM-SABR models using...
Rebonato, Riccardo
;
Pogudin, Andrey
;
White, Richard
- In:
Risk : managing risk in the world's financial markets
21
(
2008
)
12
,
pp. 94-99
Persistent link: https://www.econbiz.de/10008157246
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