Stochastic volatilities and correlations of bond yields
Year of publication: |
2007
|
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Authors: | Han, Bing |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 62.2007, 3, p. 1491-1524
|
Subject: | Kapitaleinkommen | Capital income | Anleihe | Bond | Volatilität | Volatility | Swap | USA | United States |
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