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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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A new strategy for dynamically hedging mortage-backed securities
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 60-77
Persistent link: https://www.econbiz.de/10001223167
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2
Investigation of a Class of Volatility Estimators
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
- In:
The journal of derivatives : the official publication …
4
(
1997
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10007306650
Saved in:
3
A NEW STRATEGY FOR DYNAMICALLY HEDGING MORTGAGE-BACKED SECURITIES
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 60-77
Persistent link: https://www.econbiz.de/10007333795
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