Cross-market hedging strategies for credit swaps under a Markov regime-switching framework
Jow-Ran Chang, Mao-Wei Hung, and Feng-Tse Tsai
| Year of publication: |
2012
|
|---|---|
| Authors: | Chang, Jow-ran ; Hung, Mao-Wei ; Tsai, Feng-tse |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 22.2012, 2, p. 44-56
|
| Subject: | Hedging | Markov-Kette | Markov chain | Swap | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009670717