Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility
Year of publication: |
2010
|
---|---|
Authors: | Chiarella, Carl |
Other Persons: | Maina, Samuel Chege (contributor) ; Sklibosios Nikitopoulos, Christina (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Markov-Kette | Markov chain | Theorie | Theory |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1695295 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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