Modelling interest rate dynamics in a corridor with jump processes
Year of publication: |
1997
|
---|---|
Authors: | Honoré, Peter |
Publisher: |
Aarhus |
Subject: | Zinsstruktur | Yield curve | Geldmarkt | Money market | Schätztheorie | Estimation theory | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | 1988-1995 |
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