Privault, Nicolas; Teng, Timothy Robin Hedging in bond markets by the Clark-Ocone formula. arXiv:1304.6165 Preprint, arXiv:1304.6165 [q-fin.PR] (2013). MSC: 91B28 60H07 BibTeX Cite \textit{N. Privault} and \textit{T. R. Teng}, ``Hedging in bond markets by the Clark-Ocone formula'', Preprint, arXiv:1304.6165 [q-fin.PR] (2013) Full Text: arXiv OA License
Privault, Nicolas; Teng, Timothy Robin Risk-neutral hedging of interest rate derivatives. (English) Zbl 1409.91251 Risk Decis. Anal. 3, No. 3, 201-209 (2012). MSC: 91G20 91G30 PDFBibTeX XMLCite \textit{N. Privault} and \textit{T. R. Teng}, Risk Decis. Anal. 3, No. 3, 201--209 (2012; Zbl 1409.91251) Full Text: DOI