Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach

• TAKAMIZAWA, Hideyuki

• SHOJI, Isao

Journal

• Journal of economic dynamics & control

  Journal of economic dynamics & control 33 (1), 65-77, 2009-01

  ElsevierB.V.

Details

• CRID: 1050001202631643520
• NII Article ID: 120007138459
• NII Book ID: AA00257636
• HANDLE: 2241/101584
• ISSN: 01651889
• Web Site: https://tsukuba.repo.nii.ac.jp/records/17359
• Text Lang: en
• Article Type: journal article
• Data Source:
  • IRDB
  • CiNii Articles
  • KAKEN