On the risk management of demand deposits: quadratic hedging of interest rate margins
Crossref DOI link: https://doi.org/10.1007/s10479-020-03726-1
Published Online: 2020-08-24
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Adam, Alexandre
Cherrat, Hamza http://orcid.org/0000-0002-5795-0926
Houkari, Mohamed
Laurent, Jean-Paul
Prigent, Jean-Luc
Text and Data Mining valid from 2020-08-24
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Article History
First Online: 24 August 2020