Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Year of publication: |
2006
|
---|---|
Authors: | Li, Haitao ; Zhao, Feng |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 1, p. 341-378
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Hedging | Derivat | Derivative | Anleihe | Bond | Theorie | Theory | Großbritannien | United Kingdom | 2000-2002 |
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