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
25
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