Hedging derivatives with model risk

Author(s)

• 松本, 浩一 マツモト, コウイチ

Bibliographic Information

Hedging derivatives with model risk

Koichi Matsumoto

（Discussion paper series, no. 2011-9）

Faculty of Economics, Kyushu University, 2011

Note

"October 2011"

Includes bibliographical references (p. 19-20)

Details

• NCID: BB09316321
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Fukuoka
• Pages/Volumes: 20 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BA48453314