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The journal of fixed income
School of Accounting, Finance and Economics & FEMARC working paper series
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Stripping coupons with linear programming
Allen, David E.
;
Thomas, Lyn C.
;
Zheng, Harry
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 80-87
Persistent link: https://www.econbiz.de/10001530350
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Riding the yield curve : an analysis of international evidence
Ang, Sharon
;
Alles, Lakshman
;
Allen, David E.
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001364568
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