BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE

International Journal of Theoretical and Applied Finance 2014 / 05 Vol. 17; Iss. 3

BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE

BIAGINI, FRANCESCA, HÄRTEL, MAXIMILIAN
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Volume:
17
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024914500162
Date:
May, 2014
File:
PDF, 287 KB
english, 2014
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