An Examination of the Effects of Parameter Misspecification on the Duplication of Bonds
Bonn: Bonn Econ Discussion Paper, 2002
2002Research Paper
EconomicsMercator School of Management - Faculty of Business Administration » Insurance and Risk Management
Title in English:
An Examination of the Effects of Parameter Misspecification on the Duplication of Bonds
Author:
Schlögl, Lutz;Mahayni, AntjeUDE
- GND
- 1020883898
- LSF ID
- 47199
- ORCID
-
0000-0001-8750-2895
- Other
- connected with university
Place of publication:
Bonn
Publisher:
Bonn Econ Discussion Paper
Year of publication:
2002