A new stochastic duration based on the vasicek and CIR term structure theories

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

12 Scopus Citations
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Original languageEnglish
Pages (from-to)911-932
Journal / PublicationJournal of Business Finance and Accounting
Volume27
Issue number7-8
Publication statusPublished - Sep 2000