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language:"eng"
~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
~person:"Ortiz, Carlos"
~type:"article"
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Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Zissu, Anne-Marie
;
Ortiz, Carlos
;
Stone, Charles A.
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
4
,
pp. 377-400
Persistent link: https://www.econbiz.de/10008656310
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