An interest rate model with upper and lower bounds
Year of publication: |
2002
|
---|---|
Authors: | Delbaen, Freddy ; Shirakawa, Hiroshi |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 9.2002, 3/4, p. 191-209
|
Subject: | Zinsstruktur | Yield curve |
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