"Yield curve shapes and the asymptotic short rate distribution in affine ..."

Martin Keller-Ressel, Thomas Steiner (2008)

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DOI: 10.1007/S00780-007-0059-Z

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type: Journal Article

metadata version: 2024-10-06

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Martin Keller-Ressel, Thomas Steiner:
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance Stochastics 12(2): 149-172 (2008)

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