Continuous-time term structure models
Year of publication: |
1996
|
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Authors: | Musiela, Marek ; Rutkowski, Marek |
Publisher: |
Bonn |
Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
Extent: | 41 S |
---|---|
Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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