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Interest-Rate Risk and the Term Structure of Interest Rates: Comment
Journal of Political Economy, 1966openaire +1 more source
, 1983 Hedging Interest Rate Risk with Options on Average Interest Rates
The Journal of Fixed Income, 1995openaire +1 more source
Interest-Rate Risk and the Term Structure of Interest Rates: Reply
Journal of Political Economy, 1966openaire +1 more source
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
2018openaire +1 more source