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~isPartOf:"Applied mathematical finance"
~person:"Platen, Eckhard"
~subject:"Forecasting model"
~subject:"Portfolio selection"
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Applied mathematical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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