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Duration, Convexity and Time Value

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  • Peter Ove Christensen, Denmark
  • B.G. Sørensen, Denmark
  • Afdeling for Virksomhedsledelse
Original languageEnglish
JournalThe Journal of Portfolio Management
Volume20
Issue2
Pages (from-to)51-60
Number of pages10
Publication statusPublished - 1994

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