Markovian spot rate dynamics with stochastic volatility structures
K. T. Au, A. B. Sim, and D. C. Thurston
| Year of publication: |
1997
|
|---|---|
| Authors: | Au, Kelly T. |
| Other Persons: | Sim, Ah-boon (contributor) ; Thurston, David C. (contributor) |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 2, p. 101-108
|
| Subject: | Anleihe | Bond | Volatilität | Volatility | Theorie | Theory |
| 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/10001226700