مرکز منطقه ای اطلاع رساني علوم و فناوري - Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models

Title of article :

Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models

Author/Authors :

Andrea Buraschi، نويسنده , , Francesco Corielli، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

2883

To page :

2907

Keywords :

Options , Bonds , Risk management , Time-Consistency , No-arbitrage , Term structure

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193794

Link To Document :