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~institution:"Centre for Analytical Finance <Århus>"
~institution:"The Wharton Financial Institutions Center"
~subject:"CAPM"
~subject:"Heteroscedasticity"
~type_genre:"Arbeitspapier"
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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