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Immunization Using a Stochastic-Process Independent Multi-Factor Model: The Portuguese Experience

AuthID
P-004-Q26

Author(s)

Bravo, JMV

da Silva, CMP

Document Type

Article

Year published

2006

Published

in JOURNAL OF BANKING & FINANCE, ISSN: 0378-4266

Volume: 30, Issue: 1, Pages: 133-156 (24)

Indexing

Wos^®

Scopus^®

Crossref^®

Google Scholar^®

Publication Identifiers

DOI: 10.1016/j.jbankfin.2005.01.006

Scopus: 2-s2.0-32144435748

Wos: WOS:000235742800008

Source Identifiers

ISSN: 0378-4266

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Immunization Using a Stochastic-Process Independent Multi-Factor Model: The Portuguese Experience

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