Title |
A closed form pure discount bond price solution for a three-factor affine model of the term structure / by Christian Schwaar. [Institute of Statistics and Econometrics, Christian Albrechts University at Kiel] |
|---|---|
Involved |
Christian Schwaar (Verfasser) |
Published |
Kiel: Inst. of Statistics and Econometrics |
Extent |
21 Bl. : graph. Darst. |
Language |
|
Topic |
Wirtschaft |
Subject |
|
Series |
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel ; Nr. 108 |
Record ID |
953975347 |
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