Stripping coupons with linear programming
David E. Allen, Lyn C. Thomas, and Harry Zheng
| Year of publication: |
2000
|
|---|---|
| Authors: | Allen, David E. ; Thomas, Lyn C. ; Zheng, Harry |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 10.2000, 2, p. 80-87
|
| Subject: | Staatspapier | Government securities | Zero-Bond | Zero-coupon bond | Finanzanalyse | Financial analysis | Mathematische Optimierung | Mathematical programming | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001530350