Martin Keller-Ressel, Thomas Steiner. Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance and Stochastics, 12(2):149-172, 2008. [doi]
@article{Keller-ResselS08,
title = {Yield curve shapes and the asymptotic short rate distribution in affine one-factor models},
author = {Martin Keller-Ressel and Thomas Steiner},
year = {2008},
doi = {10.1007/s00780-007-0059-z},
url = {http://dx.doi.org/10.1007/s00780-007-0059-z},
researchr = {https://researchr.org/publication/Keller-ResselS08},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {12},
number = {2},
pages = {149-172},
}