Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
2016 Vol. 2016
Effects on Hedging Errors of First-to-Default Swap from Parameter Estimation Errors
Hebiguchi, Hirofumi, Yasuda, KazuhiroVolume:
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