Consistent fitting of one-factor models to interest rate data
| Year of publication: |
2000
|
|---|---|
| Authors: | Rogers, L. C. G. ; Stummer, Wolfgang |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 27.2000, 1, p. 45-63
|
| Publisher: |
Elsevier |