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

Ano de publicación: 2021

Volume: 80

Páxinas: 411-430

Tipo: Artigo

DOI: 10.1016/J.QREF.2021.03.006 GOOGLE SCHOLAR