Duration, Convexity and Time Value

Peter Ove Christensen, B.G. Sørensen

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Portfolio Management
Volume20
Issue number2
Pages (from-to)51-60
Number of pages10
ISSN0095-4918
Publication statusPublished - 1994
Externally publishedYes

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