Optimal strategies for the issuances of public debt securities

International Journal of Theoretical and Applied Finance

Volumn 7, Issue 7, 2004, Pages 805-822

  Adamo, Massimiliano ^a   Amadori, Anna Lisa ^a   Bernaschi, Massimo ^a   La Chioma, Claudia ^a   Marigo, Alessia ^a   Piccoli, Benedetto ^a   Sbaraglia, Simone ^a   Uboldi, Adamo ^a   Vergni, Davide ^a   Fabbri, Paola ^b   Iacovoni, Davide ^b   Natale, Francesco ^b   Scalera, Stefano ^b   Spilotro, Lucia ^b   Valletta, Antonella ^b  

^a CNR   (Italy)

^b Ministero dell'Economia e delle Finanze   (Italy)

Author keywords

ESA95; Linear programming; Public debt; Stochastic control; Term structure evolution

Indexed keywords

EID: 8744256694     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024904002700     Document Type: Article

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