| Original language | English |
|---|---|
| Pages (from-to) | 91-93 |
| Journal | Risk. Currencies, Interest Rates, Equities |
| Volume | 17 |
| Issue number | 3 |
| Publication status | Published - 2004 |
| Externally published | Yes |
Swap vega in BGM: pitfalls and alternatives
Raoul Pietersz, Antoon Pelsser
Research output: Contribution to journal › Article › Professional
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