Tracking bond indices in an integrated market and credit...

Tracking bond indices in an integrated market and credit risk environment

Jobst, Norbert J, Zenios, Stavros A
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Volume:
3
Language:
english
Journal:
Quantitative Finance
DOI:
10.1088/1469-7688/3/2/306
Date:
April, 2003
File:
PDF, 440 KB
english, 2003
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