A one-factor shifted squared Gaussian term structure model for interest rate modeling
Year of publication: |
2016
|
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Authors: | Russo, Vincenzo ; Fabozzi, Frank J. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 25.2016, 3, p. 36-45
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process |
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