Comparison of the performance of a time-dependent short-interest rate model with time-independent models
Joanna Goard and Noel Hansen
| Year of publication: |
2004
|
|---|---|
| Authors: | Goard, Joanna ; Hansen, Noel |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 2, p. 147-164
|
| Subject: | Zins | Interest rate | Ökonometrisches Modell | Econometric model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002085492