A deterministic–shift extension of analytically–tractable and time–homogeneous short–rate models
Damiano Brigo, Fabio MercurioVolume:
5
Langue:
english
Pages:
19
Journal:
Finance and Stochastics
DOI:
10.1007/pl00013541
Date:
July, 2001
Fichier:
PDF, 120 KB
english, 2001