Random step functions model for interest rates
| Year of publication: |
2003
|
|---|---|
| Authors: | Borovkov, Konstantin ; Klebaner, Fima C. ; Virag, Eleanor |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 1, p. 123
|