A model of discontinuous interest rate behavior, yield curves, and volatility
| Year of publication: |
2007
|
|---|---|
| Authors: | Heston, Steven |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 10.2007, 3, p. 205-225
|
| Publisher: |
Springer |
| Subject: | Interest rates | Yield curve | Levy process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005678302