Discrete time Wishart term structure models
Year of publication: |
2011
|
---|---|
Authors: | Gouriéroux, Christian ; Sufana, Razvan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 6, p. 815-824
|
Subject: | Zinsstruktur | Yield curve |
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