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Hedging of Long Term Zero-coupon Bonds in a Market Model with Reinvestment Risk

Hedging of Long Term Zero-coupon Bonds in a Market Model with Reinvestment Risk

AutorMario Wüthrich, D. Stefanovits
JournalEuropean Actuarial Journal
Datum1. Jan. 2014
KategorieAcademic Publications
Volumevol. 4, pp 49-75

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