On the equivalence of a class of affine term structure models
Year of publication: |
2009
|
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Authors: | Kwon, Oh Kang |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 5.2009, 2, p. 263-279
|
Subject: | Zinsstruktur | Yield curve | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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