Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154)
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scientific article; zbMATH DE number 7538197
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reducing transaction costs for interest rate risk hedging with stochastic programming |
scientific article; zbMATH DE number 7538197 |
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Reducing transaction costs for interest rate risk hedging with stochastic programming (English)
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8 June 2022
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finance
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OR in banking
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risk management
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stochastic programming
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0.7457879781723022
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0.7235700488090515
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0.7203206419944763
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0.7029072046279907
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