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Hysteresis effects under stochastic interest rates

Shackleton, M B and Dias, J C (2011) Hysteresis effects under stochastic interest rates. European Journal of Operational Research, 211. pp. 594-600. ISSN 0377-2217

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Item Type: Article
Journal or Publication Title: European Journal of Operational Research
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 45805
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:38
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 19:22
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/45805

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