Drift and diffusion function specification for short-term interest rates
Myoung-jae Lee; Wen-juan Li
| Year of publication: |
2005
|
|---|---|
| Authors: | Lee, Myoung-jae ; Li, Wen-juan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 86.2005, 3, p. 339-346
|
| Subject: | Räumliche Interaktion | Spatial interaction | Zinsstruktur | Yield curve | Theorie | Theory |
| 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/10002680054