A unified Willow tree framework for one-factor short-rate models
Guangguang Wang and Wei Xu
| Year of publication: |
2018
|
|---|---|
| Authors: | Wang, Guangguang ; Xu, Wei |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 25.2018, 3, p. 33-54
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011941393