Term Structure Models with Parallel and Proportional Shifts

Frederik Armerin, Bjarne Astrup Jensen, Tomas Björk

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Applied Mathematical Finance
Volume	14
Issue number	3
Pages (from-to)	243-260
Number of pages	18
ISSN	1350-486X
DOIs	https://doi.org/10.1080/13504860600858030
Publication status	Published - 2007

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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 - Renteteori

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JF - Applied Mathematical Finance

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