"Risk measures and behaviors for bonds under stochastic interest rate models."

Na Song et al. (2012)

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DOI: 10.1016/J.MCM.2011.11.070

access: open

type: Journal Article

metadata version: 2021-02-17

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  - https://dblp.org/rec/journals/mcm/SongSFCF12
Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung:
Risk measures and behaviors for bonds under stochastic interest rate models. Math. Comput. Model. 56(9-10): 204-217 (2012)

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