"Static hedging under maturity mismatch."

Philipp A. Mayer, Natalie Packham, Wolfgang M. Schmidt (2015)

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DOI: 10.1007/S00780-014-0254-7

access: closed

type: Journal Article

metadata version: 2023-09-30

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Philipp A. Mayer, Natalie Packham, Wolfgang M. Schmidt:
Static hedging under maturity mismatch. Finance Stochastics 19(3): 509-539 (2015)

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