Pages that link to "Item:Q481005"
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The following pages link to On mean-variance hedging of bond options with stochastic risk premium factor (Q481005):
Displaying 5 items.
- Hedging interest rate risk by optimization in Banach spaces (Q995956) (← links)
- Mean-variance hedging for interest rate models with stochastic volatility. (Q1862732) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- Pricing and Hedging Discount Bond Options in the Presence of Model Risk * (Q2707036) (← links)
- DUAL ANALYSIS ON HEDGING VaR OF BOND PORTFOLIO USING OPTIONS (Q3043683) (← links)