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Cashflow replication with mismatch constraints
Chen, Wei; Skoglund, Jimmy - In: Journal of risk 14 (2012) 4, pp. 115-115
Persistent link: https://www.econbiz.de/10009993883
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Optimal hedging of funding liquidity risk
Chen, Wei; Skoglund, Jimmy - In: Journal of risk 16 (2013/2014) 3, pp. 85-111
Persistent link: https://www.econbiz.de/10013262925
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Cashflow replication with mismatch constraints
Chen, Wei; Skoglund, Jimmy - In: Journal of risk 14 (2011/12) 4, pp. 115-128
Persistent link: https://www.econbiz.de/10009571588