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subject:"Yield curve"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Mercurio, Fabio"
~person:"Upper, Christian"
~subject:"Yield"
~subject:"Zinsderivat"
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Mercurio, Fabio
Upper, Christian
Pelsser, Antoon André Jean
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Moraleda Novo, Juan Manuel
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Vorst, Ton
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Report / Erasmus Center for Financial Research, Erasmus University
Bundesbank Series 1 Discussion Paper
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Interest rate modelling after the financial crisis
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International journal of theoretical and applied finance
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An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
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Moraleda Novo, Juan Manuel
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1996
Persistent link: https://www.econbiz.de/10000966928
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