The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
Year of publication: |
[2001]
|
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Authors: | Santa-Clara, Pedro |
Other Persons: | Sornette, Didier (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Review of Financial Studies, 2000 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December, 1999 erstellt Volltext nicht verfügbar |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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