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A Discrete-Time Model for Reinvestment Risk in Bond Markets*
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 37 / Issue 2 / November 2007
- Published online by Cambridge University Press:
- 17 April 2015, pp. 235-264
- Print publication:
- November 2007
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Hedging in discrete time under transaction costs and continuous-time limit
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- Journal:
- Journal of Applied Probability / Volume 36 / Issue 1 / March 1999
- Published online by Cambridge University Press:
- 14 July 2016, pp. 163-178
- Print publication:
- March 1999
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