Publications in Scientific Journals:
M. Keller-Ressel, T. Steiner:
"Yield curve shapes and the asymptotic short rate distribution in affine one-factor models";
Finance and Stochastics,
12
(2008),
2;
149
- 172.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1007/s00780-007-0059-z
Related Projects:
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.