Evaluation of market risk associated with hedging a credit derivative portfolio

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

ISSN: 1062-9769

Argitalpen urtea: 2021

Alea: 80

Orrialdeak: 411-430

Mota: Artikulua

DOI: 10.1016/J.QREF.2021.03.006 GOOGLE SCHOLAR