Journal Articles
Annals of Operations Research
Year : 2022
Jean-Luc Prigent : Connect in order to contact the contributor
https://hal-cyu.archives-ouvertes.fr/hal-03679403
Submitted on : Thursday, May 26, 2022-3:17:30 PM
Last modification on : Friday, March 24, 2023-2:53:27 PM
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Alexandre Adam, Hamza Cherrat, Mohamed Houkari, Jean-Paul Laurent, Jean-Luc Prigent. On the risk management of demand deposits: quadratic hedging of interest rate margins. Annals of Operations Research, inPress, ⟨10.1007/s10479-020-03726-1⟩. ⟨hal-03679403⟩
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