A New Perspective on Gaussian Dynamic Term Structure Models
| Year of publication: |
2013
|
|---|---|
| Authors: | Joslin, Scott ; Singleton, Kenneth J. ; Zhu, Haoxiang |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 24.2013, 3 (8.5.), p. 926-925
|