Term structure of interest rates : parametric risk-neutral drift
Year of publication: |
December 2010
|
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Authors: | Gómez-Valle, Lourdes ; Martínez-Rodríguez, Julia |
Published in: |
Selected papers July 2010 Business & Economics Society International Conference ; Volume 2, issue 2. - Worcester, MA, USA : B&ESI, Business & Economics Society International. - 2010, p. 1-9
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
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