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Risk measures and behaviors for bonds under stochastic interest rate models

Risk measures and behaviors for bonds under stochastic interest rate models

Na Song; Tak Kuen Siu; Farzad Alavi Fard; Wai-Ki Ching; Eric S. Fung

作者Na Song; Tak Kuen Siu; Farzad Alavi Fard; Wai-Ki Ching; Eric S. Fung
卷第56卷
印刷ISSN0895-7177
文件大小444.13KB
发表时间2012
DOI10.1016/j.mcm.2011.11.070

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