On Markov-modulated exponential-affine bond price formulae
Robert J. Elliott & Tak Kuen Siu
| Year of publication: |
2009
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|---|---|
| Authors: | Elliott, Robert J. ; Siu, Tak Kuen |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 16.2009, 1/2, p. 1-15
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| Subject: | Anleihe | Bond | Theorie | Theory | CAPM |
| 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/10003847135