Single factor models with Markovian spot interest rate : an analytical treatment
Year of publication: |
2003
|
---|---|
Authors: | Mari, Carlo |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 26.2003, 1, p. 39-52
|
Subject: | Zinsstruktur | Yield curve |
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