A Hybrid Model for Pricing and Hedging of Long-dated Bonds

Applied Mathematical Finance 2015 / 07 Vol. 22; Iss. 4

A Hybrid Model for Pricing and Hedging of Long-dated Bonds

Baldeaux, Jan, Fung, Man Chung, Ignatieva, Katja, Platen, Eckhard
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
22
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2015.1050119
Date:
July, 2015
File:
PDF, 1.40 MB
english, 2015
Conversion to is in progress
Conversion to is failed