A General Characterization of One Factor Affine Term Structure Models

Damir Filipovic

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

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@article{d0a1e0a2198148768c1a6b72e4a5e746,

title = "A General Characterization of One Factor Affine Term Structure Models",

author = "Damir Filipovic",

year = "2001",

month = feb,

day = "1",

language = "English",

volume = "5",

pages = "389 -- 412",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer Verlag",

number = "3",

}