Search Results - subject:"best-estimate price"

MacKay, Anne; Wüthrich, Mario V. - In: Risks 3 (2015) 3, pp. 250-276

-hedgeable parts. We assume that a limited number of short-maturity bonds are traded, and derive the best-estimate price of bonds with …

Persistent link: https://www.econbiz.de/10011709526

MacKay, Anne; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 3, pp. 250-276

-hedgeable parts. We assume that a limited number of short-maturity bonds are traded, and derive the best-estimate price of bonds with …

Persistent link: https://www.econbiz.de/10011300314