The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates
Author(s) -
Julia Grigoratou
Publication year - 2003
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.4161613
Subject(s) - maturity (psychological) , interest rate , econometrics , economics , mathematics , monetary economics , psychology , developmental psychology
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