Exploring a two-factor, Markovian, longnormal model of the term structure of interest rates
Scott F. Richard
| Year of publication: |
2005
|
|---|---|
| Authors: | Richard, Scott F. |
| Published in: |
The legacy of Fischer Black. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-516836-4. - 2005, p. 197-211
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003404091