Consistency conditions for affine term structure models

Stochastic Processes and their Applications

Volumn 109, Issue 2, 2004, Pages 225-261

  Levendorskiǐ, Sergei ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Affine term structure models; Feynman Kac formula

Indexed keywords

EID: 0346392353     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2003.10.002     Document Type: Article

References (13)

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