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"An evaluation of some popular investment strategies under stochastic ..."

James J. Kung, E.-Ching Wu (2013)

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DOI: 10.1016/J.MATCOM.2012.10.006

access: closed

type: Journal Article

metadata version: 2020-03-04

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James J. Kung, E.-Ching Wu:
An evaluation of some popular investment strategies under stochastic interest rates. Math. Comput. Simul. 94: 96-108 (2013)

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