Self-Financing Trading Strategies for Sliding,...

Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds

Marek Rutkowski
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Volume:
9
Year:
1999
Language:
english
Pages:
25
DOI:
10.1111/1467-9965.00074
File:
PDF, 141 KB
english, 1999
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