Yield curve shapes and the asymptotic short rate distribution in affine one-factor models

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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.