A Markovian defaultable term structure model with state dependent volatilities
Carl Chiarella, Christina Nikitopoulos Sklibosios and Erik Schlögl
| Year of publication: |
2007
|
|---|---|
| Authors: | Chiarella, Carl ; Nikitopoulos, Christina Sklibosios ; Schlögl, Erik |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 1, p. 155-202
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10003415746