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Risk measures and behaviors for bonds under stochastic interest rate models.

Na SongTak Kuen SiuFarzad Alavi FardWai-Ki ChingEric S. Fung
Published in: Math. Comput. Model. (2012)
Keyphrases
  • risk measures
  • artificial intelligence
  • influence diagrams
  • stochastic processes
  • stochastic process