Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Martin Keller-Ressel; Thomas Steiner
| Year of publication: |
2008
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|---|---|
| Authors: | Keller-Ressel, Martin ; Steiner, Thomas |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 2, p. 149-172
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| Subject: | Affine process | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Theorie | Theory | Mean Reversion | Mean reversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Vol. 22.2018,2, S. 503-510 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003716240