The term structure of interest rates as a random field
Robert S. Goldstein
| Year of publication: |
2000
|
|---|---|
| Authors: | Goldstein, Robert S. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 13.2000, 2, p. 365-384
|
| Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zinsderivat | Interest rate derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of financial studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001485504