The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Martin Keller-Ressel
| Year of publication: |
2021
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|---|---|
| Authors: | Keller-Ressel, Martin |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 5, p. 1-27
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| Subject: | yield curve | forward curve | term structure | Vasicek model | interest rates | total positivity | Descartes system | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024921500278 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012662032