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A NOTE ON NONAFFINE SOLUTIONS...
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Kapitaleinkommen
Option pricing theory
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Optionspreistheorie
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Yield curve
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Teichmann, Josef
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Wüthrich, Mario V.
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Harms, Philipp
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Stefanovits, David
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Astin bulletin : the journal of the International Actuarial Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Consistent recalibration of yield curve models
Harms, Philipp
;
Stefanovits, David
;
Teichmann, Josef
; …
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 757-799
Persistent link: https://www.econbiz.de/10011969080
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2
Consistent yield curve prediction
Teichmann, Josef
;
Wüthrich, Mario V.
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011576708
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