Homaifar, G. A., & Michello, F. A. (2019). A generalized algorithm for duration and convexity of option embedded bonds. Applied economics letters, 26(10), 835-842. https://doi.org/10.1080/13504851.2018.1502862
Chicago Style (17th ed.) CitationHomaifar, Ghassem A., and Frank A. Michello. "A Generalized Algorithm for Duration and Convexity of Option Embedded Bonds." Applied Economics Letters 26, no. 10 (2019): 835-842. https://doi.org/10.1080/13504851.2018.1502862.
MLA (9th ed.) CitationHomaifar, Ghassem A., and Frank A. Michello. "A Generalized Algorithm for Duration and Convexity of Option Embedded Bonds." Applied Economics Letters, vol. 26, no. 10, 2019, pp. 835-842, https://doi.org/10.1080/13504851.2018.1502862.
Warning: These citations may not always be 100% accurate.