Hedging Interest Rate Risk by Optimization in Banach Spaces

Author: Balbás A.   Romera R.  

Publisher: Springer Publishing Company

ISSN: 0022-3239

Source: Journal of Optimization Theory and Applications, Vol.132, Iss.1, 2007-01, pp. : 175-191

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract