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Special greeks of a variance-gamma driven vasicek model
by
Udoye, Adaobi M.
,
Akinola, Lukman S.
Published in
Scientific African
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Sensitivity Analysis of Variance Gamma Parameters for Interest Rate Derivatives
by
Udoye, Adaobi M
,
Akinola, Lukman S
,
Annorzie, Maurice N
,
Yakubu, Yisa
Published in
IAENG international journal of applied mathematics
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Iaeng International Journal Of Applied Mathematics
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Scientific African
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60H07
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62P05
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91G30
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Interest Rate Model
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Interest Rates
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Malliavin Calculus
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Multidisciplinary Sciences
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Ornstein-Uhlenbeck Operator
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Parameter Sensitivity
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Science & Technology
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Science & Technology - Other Topics
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Sensitivity Analysis
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Variance Analysis
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Variance Gamma Process
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