A Hybrid Model for Equity Indices and Stochastic Interest Rates
Year of publication: |
2013
|
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Authors: | Baldeaux, Jan F. |
Other Persons: | Fung, Simon Man Chung (contributor) ; Ignatieva, Katja (contributor) ; Platen, Eckhard (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zins | Interest rate | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2173273 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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