Comparison of the performance of a time-dependent short-interest rate model with time-independent models
Year of publication: |
2004
|
---|---|
Authors: | Goard, Joanna ; Hansen, Noel |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 11.2004, 2, p. 147-164
|
Publisher: |
Taylor & Francis Journals |
Subject: | short-rate | interest rate models |
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