On finite dimensional realizations of two-country intereste rate models
Year of publication: |
2010
|
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Authors: | Slinko, Irina |
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. 20.2010, 1, p. 117-143
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Subject: | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Zwei-Länder-Modell | Two-country model | Währungsderivat | Currency derivative | Theorie | Theory |
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