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A note on immunization under a general stochastic equilibrium model of the term structure

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  • Albrecht, Peter

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  • Albrecht, Peter, 1985. "A note on immunization under a general stochastic equilibrium model of the term structure," Insurance: Mathematics and Economics, Elsevier, vol. 4(4), pages 239-244, October.
    • Handle: RePEc:eee:insuma:v:4:y:1985:i:4:p:239-244
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    Cited by:

    1. Rogers, L. C. G. & Stummer, Wolfgang, 2000. "Consistent fitting of one-factor models to interest rate data," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 45-63, August.
    2. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, September.
    3. Poletti Laurini, Márcio & Moura, Marcelo, 2010. "Constrained smoothing B-splines for the term structure of interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 339-350, April.

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