Philipp A. Mayer, Natalie Packham, Wolfgang M. Schmidt. Static hedging under maturity mismatch. Finance and Stochastics, 19(3):509-539, 2015. [doi]
@article{MayerPS15,
title = {Static hedging under maturity mismatch},
author = {Philipp A. Mayer and Natalie Packham and Wolfgang M. Schmidt},
year = {2015},
doi = {10.1007/s00780-014-0254-7},
url = {http://dx.doi.org/10.1007/s00780-014-0254-7},
researchr = {https://researchr.org/publication/MayerPS15},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {19},
number = {3},
pages = {509-539},
}