Exponential change of measure applied to term structures of interest rates and exchange rates
Lijun Bo
| Year of publication: |
2011
|
|---|---|
| Authors: | Bo, Lijun |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 2, p. 216-225
|
| Subject: | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Theorie | Theory | Zins | Interest rate |
| 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/10009242032