Mahayni, Antje; Schlögl, Erik; Schlögl, Lutz:
Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives
1999
1999Research Paper
EconomicsMercator School of Management - Faculty of Business Administration » Insurance and Risk Management
Title in English:
Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives
Author:
Mahayni, AntjeUDE
GND
1020883898
LSF ID
47199
ORCID
0000-0001-8750-2895ORCID iD
Other
connected with university
;Schlögl, Erik;Schlögl, Lutz
Year of publication:
1999
Extent:
24 S.
DOI
10.2139/ssrn.159668