RT Journal Article
SR Electronic
T1 Hedging Interest Rate Risk with Options on Average Interest Rates
JF The Journal of Fixed Income
FD Institutional Investor Journals
SP 37
OP 45
DO 10.3905/jfi.1995.408126
VO 4
IS 4
A1 Francis A. Longstaff
YR 1995
UL https://pm-research.com/content/4/4/37.abstract
AB