On the Generation of Negative Yields Under the Vasicek One-Factor Model
Year of publication: |
2014
|
---|---|
Authors: | Dang-Nguyen, Stéphane |
Other Persons: | Rakotondratsimba, Yves (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 22, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2541850 [DOI] |
Classification: | G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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