On the equivalence of a class of affine term structure models (Q666298)
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scientific article; zbMATH DE number 6012937
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| English | On the equivalence of a class of affine term structure models |
scientific article; zbMATH DE number 6012937 |
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On the equivalence of a class of affine term structure models (English)
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8 March 2012
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affine term structure models
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equivalence
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indistinguishability
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time-inhomogeneous extension
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0.7967280745506287
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0.7941760420799255
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0.7781355977058411
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0.7706196308135986
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