A complete Yield curve description of a Markov interest rate model
Robert J. Elliott; Rogemar S. Mamon
| Year of publication: |
2003
|
|---|---|
| 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
|
| Subject: | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001779812