Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
| 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 13563397. - Vol. 12.2008, 2, p. 149-172
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