On the Pricing and Hedging of Long Dated Zero Coupon Bonds
Year of publication: |
2006-09-01
|
---|---|
Authors: | Platen, Eckhard |
Institutions: | Finance Discipline Group, Business School |
Subject: | growth optimal portfolio | benckmark approach | real world pricing | expected utility maximization | utility indifference pricing | long dated zero coupon bonds | minimal market model |
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