Anpassung eines CIR-k-Modells zur Simulation der Zinsstrukturkurve

Clemens Tom Wilfried Fischer, A. May, B. Walther

Research output: Contribution to journal › Article › peer-review

Cite this

@article{4e3a4ac1e20846129f19c8f8a816f699,

title = "Anpassung eines CIR-k-Modells zur Simulation der Zinsstrukturkurve",

author = "Fischer, {Clemens Tom Wilfried} and A. May and B. Walther",

year = "2004",

language = "English",

volume = "3",

pages = "369--387",

journal = "Bl{\"a}tter der DGVFM",

issn = "1864-0303",

publisher = "Springer",

}