Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10001581711
The paper contributes to the stochastic volatility literature by developing simulation schemes for the conditional distributions of the price of long term bonds and their variability based on non-standard distributional assumptions and volatility concepts; itillustrates the potential value of...
Persistent link: https://www.econbiz.de/10014058544
Persistent link: https://www.econbiz.de/10003849531