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N°14-15: Linear-Rational Term Structure Models, D. Filipovic, M. Larsson, and A. Trolle, 2014.

N°14-15: Linear-Rational Term Structure Models, D. Filipovic, M. Larsson, and A. Trolle, 2014.

AuthorD. Filipović, Anders Trolle, M. Larsson
Date1 Jan. 2014
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2397898

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