An n-dimensional Markov-functional interest rate model
Linus Kaisajuntti; Joanne Kennedy
| Year of publication: |
2013
|
|---|---|
| Authors: | Kaisajuntti, Linus ; Kennedy, Joanne E. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 17.2013, 1, p. 3-41
|
| Subject: | Zins | Interest rate | Theorie | Theory | Zinsderivat | Interest rate derivative | Arbitrage Pricing | Arbitrage pricing | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| 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/10010337822