"Risk-neutral hedging of interest rate derivatives."

Nicolas Privault, Timothy Robin Teng (2012)

> Home

Details and statistics

DOI: 10.3233/RDA-2011-0061

access: closed

type: Journal Article

metadata version: 2020-09-01

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/rda/PrivaultT12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/rda/PrivaultT12
Nicolas Privault, Timothy Robin Teng:
Risk-neutral hedging of interest rate derivatives. Risk Decis. Anal. 3(3): 201-209 (2012)

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.