Mean-Variance Hedging of Two-Asset Derivatives with Model Risk
Mean-Variance Hedging of Two-Asset Derivatives with Model Risk
复制标题
具有模型风险的两种资产衍生品的均值方差对冲
DOI:
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发表时间:
2017
期刊:
影响因子:
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通讯作者:
Keita Shimizu
中科院分区:
文献类型:
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作者:
Koichi Matsumoto;Keita Shimizu