SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION.

Autor: DEELSTRA, GRISELDA1 (AUTHOR) Griselda.Deelstra@ulb.be, GRZELAK, LECH A.2 (AUTHOR) L.A.Grzelak@uu.nl, WOLF, FELIX L.1 (AUTHOR) Felix.Wolf@ulb.be
Zdroj: International Journal of Theoretical & Applied Finance. Sep2022, Vol. 25 Issue 6, p1-35. 35p.
Databáze: Business Source Ultimate