A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485): Difference between revisions

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Latest revision as of 09:40, 30 July 2024

scientific article; zbMATH DE number 6938631
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English
A Hybrid Model for Pricing and Hedging of Long-dated Bonds
scientific article; zbMATH DE number 6938631

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    A Hybrid Model for Pricing and Hedging of Long-dated Bonds (English)
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    18 September 2018
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    long-dated bond pricing
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    stochastic interest rate
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    growth optimal portfolio
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    nonparametric kernel
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