Extending the universality of the Heath-Jarrow-Morton model
Dwight Grant, Gautam Vora
| Year of publication: |
2006
|
|---|---|
| Authors: | Grant, Dwight M. ; Vora, Gautam |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 15.2006, 2, p. 129-157
|
| Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| 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/10003328580