Long-term returns in stochastic interest rate models
G. Deelstra and F. Delbaen
| Year of publication: |
1995
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|---|---|
| Authors: | Deelstra, Griselda |
| Other Persons: | Delbaen, Freddy (contributor) |
| Published in: |
Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994. - Berlin [u.a.] : Springer, ISBN 3-540-58793-4. - 1995, p. 280-283
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| Subject: | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| 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/10001315786