Managing banks' duration gaps when interest rates are stochastic and equity has limited liability
| Year of publication: |
1999
|
|---|---|
| Authors: | Duan, J. ; Sealey, C. W. ; Yan, Y. |
| Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 8.1999, 3, p. 253-265
|
| Publisher: |
Elsevier |