Narrow search
Showing 1 - 2 of 2
Cover Image
Sensitivity analysis and hedging in stochastic string models
Bueno-Guerrero, Alberto; Moreno, Manuel; Navas, Javier F. - In: New methods in fixed income modeling : fixed income modeling, (pp. 151-167). 2018
Persistent link: https://www.econbiz.de/10012011646
Cover Image
Hedging Asian bond options with Malliavin calculus under stochastic string models
Bueno-Guerrero, Alberto; Moreno, Manuel; Navas, Javier F. - In: New methods in fixed income modeling : fixed income modeling, (pp. 169-180). 2018
Persistent link: https://www.econbiz.de/10012011647