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Discrete-time versions of continuous-time interest rate models
Heston, Steven L. - In: The journal of fixed income 5 (1995) 2, pp. 86-88
Persistent link: https://www.econbiz.de/10001213236
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A two-factor term structure model under GARCH volatility
Heston, Steven L.; Nandi, Saikat - In: The journal of fixed income 13 (2003) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
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A TWO-FACTOR TERM STRUCTURE MODEL UNDER GARCH VOLATILITY
Heston, Steven; Nandi, Saikat - In: The journal of fixed income 13 (2003) 1, pp. 87
Persistent link: https://www.econbiz.de/10007158177
Cover Image
Discrete-Time Versions of Continuous-Time Interest Rate Models
Heston, Steven - In: The journal of fixed income 5 (1995) 2, pp. 86-88
Persistent link: https://www.econbiz.de/10007331240