Evaluation of market risk associated with hedging a credit derivative portfolio

  1. Chamizo, Á.
  2. Novales, A.
Revista:
Quarterly Review of Economics and Finance

ISSN: 1062-9769

Any de publicació: 2021

Volum: 80

Pàgines: 411-430

Tipus: Article

DOI: 10.1016/J.QREF.2021.03.006 GOOGLE SCHOLAR