Stochastic duration and dynamic measure of risk in financial futures
Chen, Andrew H.; Park, Hun Young; Wei, K. John
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https://hdl.handle.net/2142/29256
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Title Stochastic duration and dynamic measure of risk in financial futures Author(s) Chen, Andrew H. Park, Hun Young Wei, K. John Issue Date 1984-07 Keyword(s) Financial futures -- Mathematical models Corporations Publisher Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign Series/Report Name or Number BEBR faculty working paper ; no. 1063 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/29256 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:stochasticdurati1063chen http://www.archive.org/details/stochasticdurati1063chen Copyright and License Information Copyright July1984 Board of Trustees University of Illinois.
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