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"Convexity theory for the term structure equation."

Erik Ekström, Johan Tysk (2008)

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DOI: 10.1007/S00780-007-0055-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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  dblp key:
  - journals/fs/EkstromT08
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  - https://dblp.org/rec/journals/fs/EkstromT08
Erik Ekström, Johan Tysk:
Convexity theory for the term structure equation. Finance Stochastics 12(1): 117-147 (2008)

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