Lifting quadratic term structure models to infinite dimension
Year of publication: |
2006
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Authors: | Akahori, Jirô ; Hara, Keisuke |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 16.2006, 4, p. 635-645
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Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
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