Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
| Year of publication: |
2008
|
|---|---|
| Authors: | Keller-Ressel, Martin ; Steiner, Thomas |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 2, p. 149-172
|
| Publisher: |
Springer |
| Subject: | Affine process | Term structure of interest rates | Ornstein–Uhlenbeck process | Yield curve |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390701