Term structure of interest rates under recursive preferences in continuous time
Year of publication: |
2008
|
---|---|
Authors: | Nakamura, Hisashi ; Nakayama, Keita ; Takahashi, Akihiko |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 15.2008, 3/4, p. 273-305
|
Subject: | Zinsstruktur | Yield curve |
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