ARTICLES - Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
Year of publication: |
1999
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Authors: | Rutkowski, Marek |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 9.1999, 4, p. 361-386
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