%0 Journal Article %1 Jarrow1994 %A Jarrow, Robert A. %A Turnbull, Stuart M. %D 1994 %I Routledge %J Applied Mathematical Finance %K imported %N 1 %P 21--48 %T Delta, gamma and bucket hedging of interest rate derivatives %U http://www.informaworld.com/10.1080/13504869400000002 %V 1

@article{Jarrow1994, added-at = {2008-04-23T19:16:38.000+0200}, author = {Jarrow, Robert A. and Turnbull, Stuart M.}, biburl = {https://www.bibsonomy.org/bibtex/28009f99179cf1d3351de6041e7553c11/smicha}, interhash = {876c884f9bdd6276e7ce8af998fe6324}, intrahash = {8009f99179cf1d3351de6041e7553c11}, issn = {1350-486X}, journal = {Applied Mathematical Finance}, keywords = {imported}, number = 1, pages = {21--48}, publisher = {Routledge}, timestamp = {2008-04-23T19:16:45.000+0200}, title = {Delta, gamma and bucket hedging of interest rate derivatives}, url = {http://www.informaworld.com/10.1080/13504869400000002}, volume = 1, year = 1994 }