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~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Reserve Bank of New Zealand"
~subject:"Schätzung"
~subject:"Swap"
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International Center for Financial Asset Management and Engineering
Reserve Bank of New Zealand
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Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
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2012
Persistent link: https://www.econbiz.de/10009561460
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
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