A methodology for assessing basis risk

被引：0
|
作者：
Bugg, R. P.
Baxter, S. D.
Villegas, A. M.
Millossovich, P.
Cairns, A. J. G.
Rimmer, S.
Shaffer, D. A.
Lu, J.
Fitzgibbon, R. S.
Gaches, A. T.
Bajekal, M.
Sagoo, P. J. K.
Ashmore, M.
Jeffery, A. J.
机构：
来源：
BRITISH ACTUARIAL JOURNAL | 2015年 / 20卷 / 03期
关键词：
D O I：
10.1017/S1357321715000197
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：461 / 490
页数：30
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