Mean-variance hedging for interest rate models with stochastic volatility
Francesca Biagini
| Year of publication: |
2002
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|---|---|
| Authors: | Biagini, Francesca |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 25.2002, 1, p. 1-17
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| Subject: | Hedging | Zinsstruktur | Yield curve | Unvollkommene Information | Incomplete information | Volatilität | Volatility | Optionsgeschäft | Option trading | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Decisions in economics and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001681437