Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
- 作者Andrea Buraschi; Francesco Corielli
- 卷第29卷
- 期第11期
- 印刷ISSN0378-4266
- 文件大小233.85KB
- 发表时间2005
- DOI10.1016/j.jbankfin.2005.02.002
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