%0 Journal Article %1 journals/anor/AdamCHLP22 %A Adam, Alexandre %A Cherrat, Hamza %A Houkari, Mohamed %A Laurent, Jean Paul %A Prigent, Jean-Luc %D 2022 %J Ann. Oper. Res. %K dblp %N 2 %P 1319-1355 %T On the risk management of demand deposits: quadratic hedging of interest rate margins. %U http://dblp.uni-trier.de/db/journals/anor/anor313.html#AdamCHLP22 %V 313

@article{journals/anor/AdamCHLP22, added-at = {2022-06-28T00:00:00.000+0200}, author = {Adam, Alexandre and Cherrat, Hamza and Houkari, Mohamed and Laurent, Jean Paul and Prigent, Jean-Luc}, biburl = {https://www.bibsonomy.org/bibtex/29b6457ac9fd76f93941566d594a7378c/dblp}, ee = {https://doi.org/10.1007/s10479-020-03726-1}, interhash = {39534acaf171cb6257f5a5a04cc56941}, intrahash = {9b6457ac9fd76f93941566d594a7378c}, journal = {Ann. Oper. Res.}, keywords = {dblp}, number = 2, pages = {1319-1355}, timestamp = {2024-04-08T10:56:13.000+0200}, title = {On the risk management of demand deposits: quadratic hedging of interest rate margins.}, url = {http://dblp.uni-trier.de/db/journals/anor/anor313.html#AdamCHLP22}, volume = 313, year = 2022 }