AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL
Year of publication: |
2005
|
---|---|
Authors: | PLATEN, ECKHARD |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 08.2005, 06, p. 717-735
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Interest rate term structure | growth optimal portfolio | fair pricing | market price for risk | square root process |
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