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"Reducing transaction costs for interest rate risk hedging with stochastic ..."

Jörgen Blomvall, Johan Hagenbjörk (2022)

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DOI: 10.1016/J.EJOR.2022.02.004

access: open

type: Journal Article

metadata version: 2023-08-28

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  - journals/eor/BlomvallH22
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  - https://dblp.org/rec/journals/eor/BlomvallH22
Jörgen Blomvall, Johan Hagenbjörk:
Reducing transaction costs for interest rate risk hedging with stochastic programming. Eur. J. Oper. Res. 302(3): 1282-1293 (2022)

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