Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883)
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scientific article; zbMATH DE number 5217743
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| English | Model misspecification analysis for bond options and Markovian hedging strategies |
scientific article; zbMATH DE number 5217743 |
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Model misspecification analysis for bond options and Markovian hedging strategies (English)
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5 December 2007
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option pricing
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term structure of interest rates
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model risk
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0.7641220688819885
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0.7463535070419312
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0.7413161396980286
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0.7358863949775696
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