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Applied mathematical finance
SSE/EFI Working Paper Series in Economics and Finance
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Term Structure Models with Parallel and Proportional Shifts
Armerin, Fredrik
;
Jensen, Bjarne Astrup
;
Björk, Tomas
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10008221752
Saved in:
2
Term structure models with parallel and proportional shifts
Armerin, Fredrik
;
Jensen, Bjarne Astrup
;
Björk, Tomas
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10003543032
Saved in:
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