%0 Journal Article %1 Nawalkha1995 %A Nawalkha, Sanjay K. %D 1995 %J Journal of Banking & Finance %K Contingent claims %N 8 %P 1359--1366 %T The duration vector: A continuous-time extension to default-free interest rate contingent claims %U http://www.sciencedirect.com/science/article/B6VCY-3YB56PH-3/1/8852d94c8e6f1b8ac07ce123f37e53e2 %V 19

@article{Nawalkha1995, added-at = {2008-04-22T13:53:19.000+0200}, author = {Nawalkha, Sanjay K.}, biburl = {https://www.bibsonomy.org/bibtex/2bfc988999357e9d55890411712c6823d/smicha}, description = {Journal of Banking & Finance}, interhash = {9565761e88bf508fe96b951ffee60385}, intrahash = {bfc988999357e9d55890411712c6823d}, journal = {Journal of Banking \& Finance}, keywords = {Contingent claims}, month = Nov, number = 8, pages = {1359--1366}, timestamp = {2008-04-22T13:54:22.000+0200}, title = {The duration vector: A continuous-time extension to default-free interest rate contingent claims}, url = {http://www.sciencedirect.com/science/article/B6VCY-3YB56PH-3/1/8852d94c8e6f1b8ac07ce123f37e53e2}, volume = 19, year = 1995 }