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Implications for hedging of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E., (2013)
Understanding and managing interest rate risk at banks
Acharya, Viral V., (2018)
The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla, (2019)
Improving hedging performance using interest rate futures
Kolb, Robert W., (1985)
Duration, immunization, and hedging with interest rate futures
Kolb, Robert W., (1986)
Commodity exchange seat prices
Chiang, Raymond, (1987)