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"Discrete Time Term Structure Theory and Consistent Recalibration Models."

Anja Richter, Josef Teichmann (2017)

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DOI: 10.1137/15M1007434

access: closed

type: Journal Article

metadata version: 2018-03-13

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  - journals/siamfm/RichterT17
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  - https://dblp.org/rec/journals/siamfm/RichterT17
Anja Richter, Josef Teichmann:
Discrete Time Term Structure Theory and Consistent Recalibration Models. SIAM J. Financial Math. 8(1): 504-531 (2017)

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