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ECONIS (ZBW)
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Is nonlinear drift implied by the short end of the term structure?
Takamizawa, Hideyuki
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 311-346
Persistent link: https://www.econbiz.de/10003716165
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
(
contributor
);
Shoji, Isao
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003387612
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