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Arbitrage-Free 1 Convexity 1 Derivat 1 Derivative 1 Gamma 1 Government securities 1 Hedging 1 Interest rate derivative 1 Lock 1 Public bond 1 Repo 1 Repo transactions 1 Repo-Geschäft 1 Staatspapier 1 T-Lock 1 Theorie 1 Theory 1 Treasury 1 Zinsderivat 1 Öffentliche Anleihe 1
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Pucci, Mario 1
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Journal of mathematical finance 1
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Hedging the treasury lock
Pucci, Mario - In: Journal of mathematical finance 9 (2019) 3, pp. 301-324
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