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Affine pricing and hedging of collateralized debt obligations
Eksia, Zehra
;
Filipović, Damir
-
2020
Persistent link: https://www.econbiz.de/10012419633
Saved in:
2
The
variance-minimizing
hedge
with put options
Bell, Peter N
-
Volkswirtschaftliche Fakultät, …
-
2014
variance-minimizing
hedge
has strike deep in the money and optimal quantity close to expected output, but the variance surface …
Persistent link: https://www.econbiz.de/10011274382
Saved in:
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