Static hedging under maturity mismatch
Crossref DOI link: https://doi.org/10.1007/s00780-014-0254-7
Published Online: 2014-12-11
Published Print: 2015-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mayer, Philipp A.
Packham, Natalie
Schmidt, Wolfgang M.
Text and Data Mining valid from 2014-12-11