Consistency conditions for affine term structure models
| Year of publication: |
2006
|
|---|---|
| Authors: | LevendorskiĬ, Sergei |
| Published in: |
Annals of Finance. - Springer. - Vol. 2.2006, 2, p. 207-224
|
| Publisher: |
Springer |
| Subject: | Affine term structure models | Feynman-Kac formula | Processes with jumps |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005808846