Mean reversion level extensions of time-homogeneous affine term structure models
Oh Kang Kwon
| Year of publication: |
2007
|
|---|---|
| Authors: | Kwon, Oh Kang |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 4, p. 291-302
|
| Subject: | Zinsstruktur | Yield curve | Mean Reversion | Mean reversion |
| 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/10003543036