Long run forward rates and long yields of bonds and options in heterogeneous equilibria

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Author
Malamud, Semyon
Date
2008
Type
    Journal Article
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000004715
Publication status
published
External links
Journal / series
Finance and Stochastics
Volume
12(2)
Pages / Article No.
245 - 264
Publisher
Springer
Subject
Heterogeneity; Asset prices; Yield curve; Forward rates; Option
Organisational unit
03793 - Malamud, Semyon  
Notes
Received 25 July 2007, Accepted 22 October 2007, Published online 13 December 2007. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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