On the risk management of demand deposits: quadratic hedging of interest rate margins

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Publication:2151679

DOI10.1007/s10479-020-03726-1zbMath1492.91391OpenAlexW3080885279MaRDI QIDQ2151679

Alexandre Adam, Jean-Luc Prigent, Jean-Paul Laurent, Hamza Cherrat, Mohamed Houkari

Publication date: 5 July 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03726-1






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