Generalized M-vector models for hedging interest rate risk
| Year of publication: |
2003
|
|---|---|
| Authors: | Nawalkha, Sanjay K. ; Soto, Gloria M. ; Zhang, Jun |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 27.2003, 8, p. 1581-1604
|
| Publisher: |
Elsevier |