Long run forward rates and long yields of bonds and options in heterogeneous equilibria
- Journal Article
Journal / seriesFinance and Stochastics
Pages / Article No.
SubjectHeterogeneity; Asset prices; Yield curve; Forward rates; Option
Organisational unit03793 - Malamud, Semyon
NotesReceived 25 July 2007, Accepted 22 October 2007, Published online 13 December 2007.
MoreShow all metadata