Term structure models driven by general Lévy processes
Ernst Eberlein and Sebastian Raible
| Year of publication: |
1999
|
|---|---|
| Authors: | Eberlein, Ernst ; Raible, Sebastian |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 9.1999, 1, p. 31-53
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| Subject: | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | CAPM | Anleihe | Bond | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001363481