Estimates of the short-term rate process in an arbitrage-free framework
Hossein Kazemi; Mahnaz Mahdavi; Brett Salazar
| Year of publication: |
2004
|
|---|---|
| Authors: | Kazemi, Hossein ; Mahdavi, Mahnaz ; Salazar, Brett |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 5, p. 577-589
|
| Subject: | Zins | Interest rate | Volatilität | Volatility | Risikoprämie | Risk premium | Arbitrage | Zinsderivat | Interest rate derivative | Schätzung | Estimation | USA | United States | Frankreich | France | Großbritannien | United Kingdom | Deutschland | Germany |
| Extent: | graph. Darst |
|---|---|
| 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/10002171480