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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Carverhill, Andrew"
~subject:"Zinsstruktur"
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Carverhill, Andrew
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The journal of fixed income
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When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
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