Term structure of interest rates under recursive preferences in continuous time (Q842835)
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scientific article; zbMATH DE number 5607583
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| English | Term structure of interest rates under recursive preferences in continuous time |
scientific article; zbMATH DE number 5607583 |
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Term structure of interest rates under recursive preferences in continuous time (English)
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25 September 2009
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term structure of interest rates
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recursive preference
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continuous time
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0.8526856899261475
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0.7822102308273315
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0.7504603266716003
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0.7393577694892883
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0.7273558378219604
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