Effects on Hedging Errors of First-to-Default Swap from...

Effects on Hedging Errors of First-to-Default Swap from Parameter Estimation Errors

Hebiguchi, Hirofumi, Yasuda, Kazuhiro
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Volume:
2016
Year:
2016
Language:
english
Journal:
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
DOI:
10.5687/sss.2016.154
File:
PDF, 276 KB
english, 2016
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