Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Year of publication: |
2009
|
---|---|
Authors: | Takamizawa, Hideyuki ; Shoji, Isao |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 1, p. 65-77
|
Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | USA | United States |
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