Hedging interest rate risk by optimization in Banach spaces

  1. Balbás, A.
  2. Romera, R.
Journal:
Journal of Optimization Theory and Applications

ISSN: 0022-3239,  1573-2878

Year of publication: 2007

Volume: 132

Issue: 1

Pages: 175-191

Type: Article

DOI: 10.1007/S10957-006-9124-6 GOOGLE SCHOLAR
Data source: Scopus