Single factor Heath-Jarrow-Morton term structure models based on Markov spot interest rate dynamics
Year of publication: |
1995
|
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Authors: | Jeffrey, Andrew |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 4, p. 619-642
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory |
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