@article{d8d5147b3b894dc8bba8f26776b2e067,
title = "Risk-neutral hedging of interest rate derivatives",
keywords = "Bond markets, hedging, infinite-dimensional analysis, Clark-Ocone formula, swaptions, bond options, caplets",
author = "Nicolas Privault and Teng, \{Timothy Robin Y\}",
note = "Nicolas Privault, Timothy Robin Teng. (2012/07). Risk-Neutral Hedging of Interest Rate Derivatives. Risk and Decision Analysis, 3, 201-209.",
year = "2011",
month = jan,
day = "1",
language = "American English",
journal = "Mathematics Faculty Publications",
}