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 & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 27.2000, 1, p. 45-64
|