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A financially justifiable and practically implementable approach to coherent stress testing
Rebonato, Riccardo
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Quantitative finance
19
(
2019
)
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pp. 827-842
Persistent link: https://www.econbiz.de/10012194718
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The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
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pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
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