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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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STRIPPING COUPONS WITH LINEAR PROGRAMMING
Allen, David E.
;
Thomas, Lyn C.
;
Zheng, Harry
- In:
The journal of fixed income
10
(
2000
)
2
Persistent link: https://www.econbiz.de/10007177501
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