Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

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@techreport{03056610c02511db9769000ea68e967b,

title = "Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates",

keywords = "Renter, Investeringsplanl{\ae}gning",

author = "Claus Munk and Carsten S{\o}rensen",

note = "Opstilling: 658.152 mun L{\o}be nr.: 999161",

year = "1999",

language = "English",

type = "WorkingPaper",

}

TY - UNPB

T1 - Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

AU - Munk, Claus

AU - Sørensen, Carsten

N1 - Opstilling: 658.152 mun Løbe nr.: 999161

PY - 1999

Y1 - 1999

KW - Renter

KW - Investeringsplanlægning

M3 - Working paper

BT - Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

CY - Odense

ER -