The shift function for the extended Vasicek model
Year of publication: |
2006
|
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Authors: | Lee, Shyan Yuan ; Hsieh, Cheng Hsi |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 4.2006, p. 255-270
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zins | Interest rate | Anleihe | Bond | Theorie | Theory |
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