Pricing and Hedging Discount Bond Options in the Presence of Model Risk *
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Publication:2707036
DOI10.1023/A:1009826128801zbMath0970.91020MaRDI QIDQ2707036
Francois-Serge Lhabitant, Adil Reghai, Claude Martini
Publication date: 28 March 2001
Published in: Review of Finance (Search for Journal in Brave)
interest rate modelhedging and pricingHeath frameworkHeath, Jarrow and Morton frameworkJarrow framework
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