A new approach to CIR short-term rates modelling
Year of publication: |
2018
|
---|---|
Authors: | Orlando, Giuseppe ; Mininni, Rosa Maria ; Bufalo, Michele |
Published in: |
New methods in fixed income modeling : fixed income modeling. - Cham : Springer, ISBN 978-3-319-95284-0. - 2018, p. 35-43
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Zinsderivat | Interest rate derivative |
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