Term Structure Models with Parallel and Proportional Shifts
| Year of publication: |
2007
|
|---|---|
| Authors: | Armerin, Fredrik ; Jensen, Bjarne Astrup ; Björk, Tomas |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 3, p. 243-260
|