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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
35
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Jumps and cojumps in subprime home equity derivatives
Mizrach, Bruce Marshall
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 136-146
Persistent link: https://www.econbiz.de/10009669788
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DERIVATIVES - JUMPS AND COJUMPS IN SUBPRIME HOME EQUITY DERIVATIVES
Mizrach, Bruce
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 136-147
Persistent link: https://www.econbiz.de/10009832478
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