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Title:Stochastic duration and dynamic measure of risk in financial futures
Author(s):Chen, Andrew H.; Park, Hun Young, 1951-; Wei, K. John
Subject(s):Financial futures -- Mathematical models
Corporations
Issue Date:1984-07
Publisher:Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Series/Report:BEBR faculty working paper ; no. 1063
Type:Text
Language:English
Description:Bibliography: p.11-12.
URI:http://hdl.handle.net/2142/29256
Rights Information:Copyright July1984 Board of Trustees University of Illinois.
Date Available in IDEALS:2012-01-25
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:stochasticdurati1063chen
http://www.archive.org/details/stochasticdurati1063chen
Identifier in Online Catalog:6510542
OCLC Identifier:(OCoLC)ocn720632786


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