A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework
| Year of publication: |
2011
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|---|---|
| Authors: | Rodrigo, Marianito ; Mamon, Rogemar |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2011, 4, p. 487-493
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| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009215114