The Forward Rates for Multifactor Model of Term Structure “With Square Root”
Year of publication: |
2009
|
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Authors: | Medvedev, Gennady |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
Extent: | 1 Online-Ressource (10 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 14, 2005 erstellt |
Other identifiers: | 10.2139/ssrn.1472910 [DOI] |
Classification: | G12 - Asset Pricing ; C49 - Econometric and Statistical Methods: Special Topics. Other ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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