A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485): Difference between revisions
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Revision as of 16:54, 5 March 2024
scientific article; zbMATH DE number 6938631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hybrid Model for Pricing and Hedging of Long-dated Bonds |
scientific article; zbMATH DE number 6938631 |
Statements
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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