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Applied Economics Letters Volume 26, 2019 - Issue 10
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Articles

A generalized algorithm for duration and convexity of option embedded bonds

Ghassem A. HomaifarFinance Middle Tennessee State University, Murfreesboro, TN, USACorrespondence[email protected]
&
Frank A. MichelloFinance Middle Tennessee State University, Murfreesboro, TN, USA
Pages 835-842 | Published online: 30 Jul 2018

References

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