Swap vega in BGM: pitfalls and alternatives

R (Raoul) Pietersz, AAJ (Antoon) Pelsser

Research output: Contribution to journalArticleProfessional

Original languageUndefined/Unknown
Pages (from-to)91-93
Number of pages3
JournalRisk. Currencies, Interest Rates, Equities
Volume17
Issue number3
Publication statusPublished - 2004

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