Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach
Work
Year: 2014
Type: book-chapter
Source: Springer eBooks
Authors Gian Luca Tassinari, Corrado Corradi
Institution University of Bologna
Cites: 8
Cited by: 4
Related to: 10
FWCI: 1.674
Citation percentile (by year/subfield): 89.97
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed