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Option-based risk management of a bond portfolio under regime switching interest rates

✍ Scribed by Fabio Antonelli,Alessandro Ramponi,Sergio Scarlatti

Book ID: 126348813
Publisher: Springer Milan
Year: 2011
Tongue: English
Weight: 492 KB
Volume: 36
Category: Article
ISSN: 1593-8883
DOI: 10.1007/s10203-011-0123-1

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