A square root interest rate model fitting discrete initial term structure data
Year of publication: |
2000
|
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Authors: | Schlögl, Erik ; Schlögl, Lutz |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 7.2000, 3, p. 183-209
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Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | Theorie | Theory |
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