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"On the risk management of demand deposits: quadratic hedging of interest ..."
Alexandre Adam et al. (2022)
- 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. Ann. Oper. Res. 313(2): 1319-1355 (2022)
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