The duration vector: A continuous-time extension to default-free interest rate contingent claims

Journal of Banking & Finance - Tập 19 - Trang 1359-1366 - 1995
Sanjay K. Nawalkha1
1Department of Economics and Finance, University of Baltimore, 1420 N. Charles Street, Baltimore, MD 21201, USA

Tài liệu tham khảo

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