The wishart short rate model
Year of publication: |
2012
|
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Authors: | Gnoatto, Alessandro |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 8, p. 1-24
|
Subject: | Yield curve shapes | Wishart processes | Affine processes | Zero-coupon bond | Zinsstruktur | Yield curve | Zero-Bond | Theorie | Theory | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Anleihe | Bond |
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