Hagenbjörk, J. (2019). Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets. Linköping: Linkopings Universitet.
Chicago Style CitationHagenbjörk, Johan. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets. Linköping: Linkopings Universitet, 2019.
MLA CitationHagenbjörk, Johan. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets. Linköping: Linkopings Universitet, 2019.
Warning: These citations may not always be 100% accurate.