Liquidity and credit risk
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Publication:4541602
DOI10.1080/13504860110061013zbMath1013.91061OpenAlexW2045311659MaRDI QIDQ4541602
Giovanni della Lunga, Umberto Cherubini
Publication date: 5 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860110061013
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- Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model
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