A New Perspective on Gaussian Dynamic Term Structure Models.
| Autor: | Joslin, Scott1, Singleton, Kenneth J.2, Zhu, Haoxiang3 |
|---|---|
| Zdroj: | Review of Financial Studies. Mar2011, Vol. 24 Issue 3, p926-970. 45p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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| Autor: | Joslin, Scott1, Singleton, Kenneth J.2, Zhu, Haoxiang3 |
|---|---|
| Zdroj: | Review of Financial Studies. Mar2011, Vol. 24 Issue 3, p926-970. 45p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|