Interest rate dynamics and consistent forward rate curves.

MaRDI QIDQ2760404zbMATH OpenFDO

Authors Bent Jesper Christensen, Tomas Björk

Publication date 6 January 2002

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited in

(1)

• Interest rate dynamics and consistent forward rate curves

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