Risk management implications of time-inconsistency : model updating and recalibration of no-arbitrage models
Andrea Buraschi; Francesco Corielli
| Year of publication: |
2005
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|---|---|
| Authors: | Buraschi, Andrea ; Corielli, Francesco |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 11, p. 2883-2907
|
| Subject: | Zeitkonsistenz | Time consistency | Risikomanagement | Risk management | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003121060