A two-factor model of the term structure : an approximate analytical solution
Stephen M. Schaefer and Eduardo S. Schwartz
| Year of publication: |
1984
|
|---|---|
| Authors: | Schaefer, Stephen M. ; Schwartz, Eduardo S. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 19.1984, 4, p. 413-424
|
| Subject: | Kapitalanlage Portefeuilleplanung | Kapitalzinsstruktur |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002763839