Geoff Barton

The University of Sydney

Chemical Engineering

Sydney NSW 2006

Australia

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Scholarly Papers (1)

1.

Simulated Swaption Delta-Hedging in the Lognormal Forward Libor Model

Number of pages: 32 Posted: 09 May 2000
Erik Schlögl, Tim Dun and Geoff Barton
University of Technology Sydney (UTS), Quantitative Finance Research Centre, ANZ Investment Bank and The University of Sydney
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Citation 1

Abstract:

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