Re-specification of affine term structure models : the linkage to empirical investigations
Year of publication: |
2014
|
---|---|
Authors: | Huang, Ting Ting ; Sun, Bruce Qiang ; Chen, Xinfu |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 21.2014, 5/6, p. 523-554
|
Subject: | Term structure | affine term structure model | black-scholes | principal component | bond yields | Zinsstruktur | Yield curve | Anleihe | Bond | Theorie | Theory |
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