On Mean-Variance Hedging of Bond Options with Stochastic...

Applied Mathematics & Optimization 2014 / 12 Vol. 70; Iss. 3

On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor

Aihara, Shin Ichi, Bagchi, Arunabha, Kumar, Suresh K.
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Volume:
70
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-014-9248-2
Date:
December, 2014
File:
PDF, 742 KB
english, 2014
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