• Media type: E-Book; Special Print
  • Title: Consistent re-calibration of the discrete-time multifactor Vasiček model
  • Contributor: Harms, Philipp [Author]; Stefanovits, David [Author]; Teichmann, Josef [Author]
  • Published: Basel: MDPI Seiten, 2016
  • Published in: Risks ; 4, 3 (2016), 18
  • Extent: 1 Online-Ressource (31 Seiten); Diagramme
  • Language: English
  • DOI: 10.3390/risks4030018
  • Identifier:
  • Keywords: Zins ; HJM-Modell ; Zinsstrukturtheorie
  • Origination:
  • Footnote:
  • Access State: Open Access