A note on immunization under a general stochastic equilibrium model of the term structure
作者： Peter Albrecht
DOI: 10.1016/0167-6687(85)90034-4
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摘要: Abstract The paper investigates the actuarial immunization problem under recent stochastic equilibrium models for term structure of interest rates developed in theory finance, thereby generalizing results Boyle (1978, 1980).
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