A Continuous-Time Model for Reinvestment Risk in Bond Markets

Mikkel Hindkær Dahl

Cite this

@techreport{eb63944074c611dbbee902004c4f4f50,

title = "A Continuous-Time Model for Reinvestment Risk in Bond Markets",

author = "Dahl, {Mikkel Hindk{\ae}r}",

year = "2005",

language = "English",

isbn = "87-7834-642-8",

pages = "1--24",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

institution = "H.C.{\O}.-Tryk",

}