Consistent variance curve models
Year of publication: |
2006
|
---|---|
Authors: | Buehler, Hans |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 2, p. 178-203
|
Subject: | Swap | Börsenkurs | Share price | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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