The term structure of interest rates as a Gaussian random field
D. P. Kennedy
| Year of publication: |
1994
|
|---|---|
| Authors: | Kennedy, D. P. |
| 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. 4.1994, 3, p. 247-258
|
| Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Zero-Bond | Zero-coupon bond | Theorie | Theory |
| 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/10001185094