Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model misspecification analysis for bond options and Markovian hedging strategies |
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Model misspecification analysis for bond options and Markovian hedging strategies (English)
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5 December 2007
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option pricing
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term structure of interest rates
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model risk
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