A complete Yield curve description of a Markov interest rate model
Year of publication: |
2003
|
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Authors: | Elliott, Robert J. ; Mamon, Rogemar S. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 4, p. 317-326
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Subject: | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Theorie | Theory |
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