Applying hedging strategies to estimate model risk and provision calculation
| Year of publication: |
2013
|
|---|---|
| Authors: | Elices, Alberto ; Gimnez, Eduard |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 7 (1.7.), p. 1015-1028
|