Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference43 articles.
1. Adam, A. (2007). Handbook of asset and liability management: From models to optimal return strategies. Berlin: Wiley.
2. Adam, A., Houkari, M., & Laurent, J.-P. (2012). Hedging interest rate margins on demand deposits. Université Paris 1 Panthé on-Sorbonne working paper.
3. Aldasoro, U., Merino, M., & Pérez, G. (2019). Time consistent expected mean–variance in multistage stochastic quadratic optimization: A model and a matheuristic. Annals of Operations Research, 280, 151–187.
4. Ansel, J. P., & Stricker, C. (1993). Unicité et existence de la loi minimale. In Lecture notes in math. Sem. Prob. XXVII. (Vol. 1557, pp. 22–29). Berlin: Springer.
5. Brace, A., Gatarek, D., & Musiela, M. (1997). The market model of interest rate dynamics. Mathematical Finance, 7(2), 127–155.
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献