On the risk management of demand deposits: quadratic hedging of interest rate margins - Université Paris 1 Panthéon-Sorbonne Access content directly
Journal Articles Annals of Operations Research Year : 2020
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hal-03676446 , version 1 (23-05-2022)

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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, 2020, ⟨10.1007/s10479-020-03726-1⟩. ⟨hal-03676446⟩
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