A portfolio-based evaluation of affine term structure models

Author: Beltratti Andrea   Colla Paolo  

Publisher: Springer Publishing Company

ISSN: 0254-5330

Source: Annals of Operations Research, Vol.151, Iss.1, 2007-04, pp. : 193-222

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract