Behavior of long-term yields in a Lévy term structure
Francesca Biagini and Maximilian Härtel
| Year of publication: |
2014
|
|---|---|
| Authors: | Biagini, Francesca ; Härtel, Maximilian |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 3, p. 1-24
|
| Subject: | Long-term yield | HJM | Lévy process | interest rate modeling | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Rendite | Yield | Zins | Interest rate | Anleihe | Bond |
| 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/10010364765