Improving the term structure of interest rates : two-factor models
Lourdes Gómez-Valle and Julia Martínez-Rodríguez
| Year of publication: |
2010
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|---|---|
| Authors: | Gómez-Valle, Lourdes ; Martínez-Rodríguez, Julia |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 3, p. 275-287
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| Subject: | Term structure of interest rates | partial differential equations | nonparametric estimation | volatility of the short-term interest rate | stochastic process | Zinsstruktur | Yield curve | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008702343