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Heterogeneity, aggregate uncertainty and the short term interest rate : a case study of two solution techniques
Den Haan, Wouter J., (1994)
On valuing complex interest rate claims
Ritchken, Peter H., (1990)
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan, (2022)
Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert, (1988)
An immunization strategy for futures contracts on government securities
Chambers, Donald Robert, (1984)
The investigation of a systematic prepayment option in GNMA futures
Lacey, Nelson J., (1985)