Hysteresis Effects Under CIR Interest Rates
Year of publication: |
2011
|
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Authors: | Dias, José Carlos |
Other Persons: | Shackleton, Mark B. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Hysterese | Hysteresis | Theorie | Theory | Zins | Interest rate | Realoptionsansatz | Real options analysis | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Journal of Operational Research, Vol. 211, No. 3, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 9, 2010 erstellt |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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