Term Structure Models with Parallel and Proportional Shifts

Frederik Armerin, Bjarne Astrup Jensen, Tomas Björk

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Applied Mathematical Finance
Vol/bind	14
Udgave nummer	3
Sider (fra-til)	243-260
Antal sider	18
ISSN	1350-486X
DOI	https://doi.org/10.1080/13504860600858030
Status	Udgivet - 2007

Emneord

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title = "Term Structure Models with Parallel and Proportional Shifts",

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author = "Frederik Armerin and {Astrup Jensen}, Bjarne and Tomas Bj{\"o}rk",

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AU - Armerin, Frederik

AU - Astrup Jensen, Bjarne

AU - Björk, Tomas

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KW - Term structure of interest rates

KW - Renter

KW - Renteteori

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M3 - Journal article

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JF - Applied Mathematical Finance

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