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~language:"und"
~person:"Sim, A. B."
~subject:"Bankruptcy"
~subject:"Bond Pricing"
~subject:"bond pricing"
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Markovian spot rate dynamics with stochastic volatility structures
Au, K. T.
;
Sim, A. B.
;
Thurston, D. C.
- In:
Applied Mathematical Finance
4
(
1997
)
2
,
pp. 101-108
Recent studies of
bond
pricing
dynamics and stochastic term structure models have focused on Markovian spot rate …
Persistent link: https://www.econbiz.de/10009279102
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