Bond indifference prices
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Publication:5014252
DOI10.1080/14697688.2020.1865560zbMath1479.91406OpenAlexW3127101078MaRDI QIDQ5014252
Publication date: 1 December 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2020.1865560
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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