Exponential change of measure applied to term structures of interest rates and exchange rates
Year of publication: |
2011
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Authors: | Bo, Lijun |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 2, p. 216-225
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Subject: | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Theorie | Theory |
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