A continuous-time model for reinvestment risk in bond markets
Year of publication: |
2009
|
---|---|
Authors: | Dahl, Mikkel |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 9.2009, 4, p. 451-464
|
Publisher: |
Taylor & Francis Journals |
Subject: | Interest rate modelling | Incomplete markets | Forward rates | Risk-minimization |
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