𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Model misspecification analysis for bond options and Markovian hedging strategies

✍ Scribed by Mireille Bossy; Rajna Gibson; Francois-Serge Lhabitant; Nathalie Pistre; Denis Talay


Publisher
Springer US
Year
2007
Tongue
English
Weight
459 KB
Volume
9
Category
Article
ISSN
1380-6645

No coin nor oath required. For personal study only.