Minimal variance hedging in multicurve interest rate modeling
Crossref DOI link: https://doi.org/10.1007/s10986-019-09443-y
Published Online: 2019-08-17
Published Print: 2019-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hess, Markus
Text and Data Mining valid from 2019-07-01
Version of Record valid from 2019-07-01
Article History
Received: 10 January 2018
Revised: 12 September 2018
First Online: 17 August 2019