From structural assumptions to a link between assets and interrest rates
Year of publication: |
2007
|
---|---|
Authors: | Reiß, Oliver ; Schoenmakers, John ; Schweizer, Martin |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 2, p. 593-612
|
Subject: | Zinsstruktur | Yield curve | CAPM | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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