Pages that link to "Item:Q995956"
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The following pages link to Hedging interest rate risk by optimization in Banach spaces (Q995956):
Displaying 5 items.
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
- On hedging the risk of default caused by changes of interest rates (Q2739835) (← links)