A one-factor lognormal Markovian interest rate model : theory and implementation
Year of publication: |
1995
|
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Authors: | Li, Anlong |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 8.1995, p. 229-239
|
Subject: | Zinsstruktur | Yield curve | CAPM | Zinsderivat | Interest rate derivative | Theorie | Theory |
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