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

✍ Scribed by Sanjay K. Nawalkha

• Book ID: 116134925
• Publisher: Elsevier Science
• Year: 1995
• Tongue: English
• Weight: 885 KB
• Volume: 19
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/0378-4266(94)00125-m