From structural assumptions to a link between assets and interest rates (Q959749): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q658636 |
||
Property / author | |||
Property / author: John G. M. Schoenmakers / rank | |||
Revision as of 10:18, 20 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | From structural assumptions to a link between assets and interest rates |
scientific article |
Statements
From structural assumptions to a link between assets and interest rates (English)
0 references
12 December 2008
0 references
assets
0 references
interest rates
0 references
testable relation
0 references
asset index
0 references
volatility structure
0 references
short rate
0 references
homogeneous
0 references