Hedging Derivatives with Recalibration and Model Risk

Hedging Derivatives with Recalibration and Model Risk
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通过重新校准和模型风险对冲衍生品

DOI:
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发表时间:
2021
期刊:
Discussion Paper Series, Graduate School of Economics, Kyushu University
影响因子:
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通讯作者:
Koichi MATSUMOTO
Koichi MATSUMOTO
中科院分区:
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文献类型:
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作者:
Mark DAVIS;Seiya GOTO;Koichi MATSUMOTO

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