A MODEL FOR CONVEXITY-BASED CROSS-HEDGES WITH TREASURY FUTURES
| Year of publication: |
2005
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|---|---|
| Authors: | Chen, Andrew H. ; Kang, Joseph ; Yang, Baochen |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 15.2005, 3, p. 68
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