Static hedging under maturity mismatch
Year of publication: |
July 2015
|
---|---|
Authors: | Mayer, Philipp ; Packham, Natalie ; Schmidt, Wolfgang M. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 3, p. 509-539
|
Subject: | Static hedging | Lévy processes | Additive processes | Theorie | Theory | Hedging | Stochastischer Prozess | Stochastic process |
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