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~isPartOf:"Finance and stochastics"
~person:"Choi, Jin Hyuk"
~person:"Qin, Likuan"
~subject:"Yield curve"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Long-term factorization in Heath-Jarrow-Morton models
Qin, Likuan
;
Linetsky, Vadim
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 621-641
Persistent link: https://www.econbiz.de/10011945879
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Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk
;
Larsen, Kasper
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
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