Risk management of a bond portfolio using options
| Year of publication: |
2007
|
|---|---|
| Authors: | Annaert, Jan ; Deelstra, Griselda ; Heyman, Dries ; Vanmaele, Michèle |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 41.2007, 3, p. 299-316
|