• Title of article

    A new class of duration measures

  • Author/Authors

    Au، نويسنده , , Kelly T.; Thurston، نويسنده , , David C. ، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    5
  • From page
    371
  • To page
    375
  • Abstract
    This paper presents a definition of duration for continuous time term structure models based on proportional
  • Journal title
    Economics Letters
  • Serial Year
    1995
  • Journal title
    Economics Letters
  • Record number

    433878

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=433878