Yield curve shapes and the asymptotic short rate...

Yield curve shapes and the asymptotic short rate distribution in affine one-factor models

Martin Keller-Ressel, Thomas Steiner
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Volume:
12
Language:
english
Pages:
24
DOI:
10.1007/s00780-007-0059-z
Date:
April, 2008
File:
PDF, 486 KB
english, 2008
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