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Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models

✍ Scribed by Andrea Buraschi; Francesco Corielli

Book ID: 116614604
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 234 KB
Volume: 29
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2005.02.002

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