Delta hedging of mortgage‐servicing portfolios under gamma constraints
- 期刊名称The Journal of Risk Finance
- 作者Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne
- 卷第9卷
- 期第4期
- 印刷ISSN1526-5943
- 文件大小344.03KB
- 发表时间2008-08-15
- DOI10.1108/15265940810895034
- 页码379-390
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