@article{Poncet1993, title = {Investment and hedging under a stochastic yield curve : A two-state-variable, multi-factor model}, author = {Patrice Poncet and Roland Portait}, journal = {European Economic Review}, month = {Jun}, number = {5}, pages = {1127--1147}, url = {http://www.sciencedirect.com/science/article/B6V64-45JK4R0-12/1/4a111352a7742e006a75c9640aa83c72}, volume = {37}, year = {1993}, biburl = {http://www.bibsonomy.org/bibtex/21e723c057785e7fd126291fd91acf66f/smicha}, keywords = {imported } }