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~person:"Pelsser, Antoon André Jean"
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Pelsser, Antoon André Jean
Schotman, Peter C.
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What does a term structure model imply about very long-term interest rates?
Balter, Anne G.
;
Pelsser, Antoon André Jean
;
Schotman, …
- In:
Journal of empirical finance
62
(
2021
),
pp. 202-219
Persistent link: https://www.econbiz.de/10012693395
Saved in:
2
Robust long-term interest rate risk hedging in incomplete bond markets
Shen, Sally
;
Pelsser, Antoon André Jean
;
Schotman, Peter C.
- In:
Journal of pension economics and finance : JPEF
20
(
2021
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10012505369
Saved in:
3
Robust hedging in incomplete markets
Shen, Sally
;
Pelsser, Antoon André Jean
;
Schotman, Peter C.
- In:
Journal of pension economics and finance
18
(
2019
)
3
,
pp. 473-493
Persistent link: https://www.econbiz.de/10012107932
Saved in:
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