Multiregime term structure models
Year of publication: |
1998
|
---|---|
Authors: | Gouriéroux, Christian ; Scaillet, Olivier |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 19.1998, 2, p. 71-92
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
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