"Reducing transaction costs for interest rate risk hedging with stochastic ..."

Jörgen Blomvall, Johan Hagenbjörk (2022)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2022.02.004

access: open

type: Journal Article

metadata version: 2023-08-28

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/eor/BlomvallH22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/BlomvallH22
Jörgen Blomvall, Johan Hagenbjörk:
Reducing transaction costs for interest rate risk hedging with stochastic programming. Eur. J. Oper. Res. 302(3): 1282-1293 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.