Delta hedging of mortgage‐servicing portfolios under gamma constraints
Year of publication: |
2008
|
---|---|
Authors: | Ortiz, Carlos E. ; Stone, Charles A. ; Zissu, Anne |
Published in: |
The Journal of Risk Finance. - Emerald Group Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 9.2008, 4, p. 379-390
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Hedging | Mortgage companies | Services |
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