Evaluation of market risk associated with hedging a credit derivative portfolio

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

ISSN: 1062-9769

Année de publication: 2021

Volumen: 80

Pages: 411-430

Type: Article

DOI: 10.1016/J.QREF.2021.03.006 GOOGLE SCHOLAR