A Classification of Two Factor Affine Diffusion Term Structure Models


Publication Type:
journal articles

Publication Year:
2006

Publication Bibliography:

Sufana, R. "A Classification of Two Factor Affine Diffusion Term Structure Models," with Christian Gourieroux, Journal of Financial Econometrics, 2006.

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Publication Title:
A Classification of Two Factor Affine Diffusion Term Structure Models

Author Name:
Sufana, R.

Co-Author Name(s):

C. Gourieroux
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Title of Paper:
A Classification of Two Factor Affine Diffusion Term Structure Models

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Journal of Financial Econometrics

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