Term structure extrapolation and asymptotic forward rates
| Autor: | de Kort, J., Vellekoop, M.H. |
|---|---|
| Zdroj: | In Insurance Mathematics and Economics March 2016 67:107-119 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | de Kort, J., Vellekoop, M.H. |
|---|---|
| Zdroj: | In Insurance Mathematics and Economics March 2016 67:107-119 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect