Hedging derivatives on two assets with model risk

Author(s)

• Matsumoto, Koichi
• Shimizu, Keita

Bibliographic Information

Hedging derivatives on two assets with model risk

Koichi Matsumoto and Keita Shimizu

（Discussion paper series, no. 2019-1）

Faculty of Economics, Kyushu University, 2019

Note

Includes bibliographical references (p. 11-12)

• NCID: BB28044331
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Fukuoka
• Pages/Volumes: 12 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BA48453314