Investment and hedging under a stochastic yield curve : a two-state-variable, multi-factor model
Year of publication: |
1993
|
---|---|
Authors: | Poncet, Patrice |
Other Persons: | Portait, Roland (contributor) |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 37.1993, 5, p. 1127-1147
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory |
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