Bias Correction for Bond Option Greeks via Jackknife
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Published:2021-03-30
Issue:4
Volume:28
Page:45-63
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ISSN:1074-1240
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Container-title:The Journal of Derivatives
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language:en
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Short-container-title:JOD
Author:
Zhang Jinyu,Gao Kang,Li Yong
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance