Model misspecification analysis for bond options and Markovian hedging strategies
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Bibliographic InfoArticle provided by Springer in its journal Review of Derivatives Research.
Volume (Year): 9 (2006)
Issue (Month): 2 (September)
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Web page: http://www.springerlink.com/link.asp?id=102989
Option pricing; Term structure of interest rates; Model risk; G13;
Find related papers by JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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