Fundamental Properties of Bond Prices in Models of the Short-Term Rate
Year of publication: |
2002-06
|
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Authors: | Mele, Antonio |
Institutions: | School of Economics and Finance, Queen Mary |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 460 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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