Arbitrage-free Gaussian affine term structure model with observable factors
Gang Wang
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, Gang |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 2, p. 142-152
|
| Subject: | GDTSMs | Observable Factors | No-Arbitrage | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | CAPM | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation 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/10011398757