Arbitrage-free Gaussian affine term structure model with observable factors
Year of publication: |
2015
|
---|---|
Authors: | Wang, Gang |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 2, p. 142-152
|
Subject: | GDTSMs | Observable Factors | No-Arbitrage | Theorie | Theory | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing |
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