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"Simulation and evaluation of the distribution of interest rate risk."

Johan Hagenbjörk, Jörgen Blomvall (2019)

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DOI: 10.1007/S10287-018-0319-8

access: open

type: Journal Article

metadata version: 2020-06-15

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  dblp key:
  - journals/cms/HagenbjorkB19
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  - https://dblp.org/rec/journals/cms/HagenbjorkB19
Johan Hagenbjörk, Jörgen Blomvall:
Simulation and evaluation of the distribution of interest rate risk. Comput. Manag. Sci. 16(1-2): 297-327 (2019)

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