Model misspecification analysis for bond options and Markovian hedging strategies
Year of publication: |
2006
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Authors: | Bossy, Mireille ; Gibson, Rajna ; Lhabitant, Francois-Serge ; Pistre, Nathalie ; Talay, Denis |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 9.2006, 2, p. 109-136
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