Optimal portfolio choice in the bond market
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Volume (Year): 10 (2006)
Issue (Month): 4 (December)
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- repec:dau:papers:123456789/6041 is not listed on IDEAS
- Rene Carmona & Michael Tehranchi, 2004. "A Characterization of Hedging Portfolios for Interest Rate Contingent Claims," Papers math/0407119, arXiv.org.
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