A general characterization of one factor affine term structure models
Year of publication: |
2001
|
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Authors: | Filipović, Damir |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 3, p. 389-412
|
Subject: | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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