Journal of Mathematical Finance

Vol.9 No.3(2019), Paper ID 94296, 25 pages

DOI:10.4236/jmf.2019.93018

 

Hedging the Treasury Lock

 

Mario Pucci

 

Banca IMI SpA, Milan, Italy

 

Copyright © 2019 Mario Pucci et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Pucci, M. (2019) Hedging the Treasury Lock. Journal of Mathematical Finance, 9, 301-324. doi: 10.4236/jmf.2019.93018.
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