Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
Year of publication: |
2005
|
---|---|
Authors: | Buraschi, Andrea ; Corielli, Francesco |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 11, p. 2883-2907
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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