On the equivalence of a class of affine term structure models
| Year of publication: |
2009
|
|---|---|
| Authors: | Kwon, Oh |
| Published in: |
Annals of Finance. - Springer. - Vol. 5.2009, 2, p. 263-279
|
| Publisher: |
Springer |
| Subject: | Affine term structure models | Equivalence | Indistinguishability | Time-inhomogeneous extension |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005673969