On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor

ShinIchi Aihara, Arunabha Bagchi, Suresh K. Kumar

    Research output: Contribution to journal › Article › Academic › peer-review

    5 Downloads (Pure)

    Fingerprint

    Dive into the research topics of 'On Mean-Variance Hedging of Bond Options with Stochastic Risk Premium Factor'. Together they form a unique fingerprint.