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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Cheridito, Patrick"
~subject:"Niedrigzinspolitik"
~subject:"Theory"
~subject:"Zinsderivat"
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Cheridito, Patrick
Christensen, Jens H. E.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
Fisher College of Business working paper series
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Journal of financial economics
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ECONIS (ZBW)
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A note on the Dai-Singleton canonical representation of affine term structure models
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 509-519
Persistent link: https://www.econbiz.de/10008667011
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