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Risk Management of a Bond Portfolio Using Options

Insurance: Mathematics and Economics - Netherlands
doi 10.1016/j.insmatheco.2006.11.002
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Categories
UncertaintyEconomicsStatisticsEconometricsProbability
Date

November 1, 2007

Authors
Jan AnnaertGriselda DeelstraDries HeymanMichèle Vanmaele
Publisher

Elsevier BV


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