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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Bianchi, Michele Leonardo"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Bianchi, Michele Leonardo
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
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