Long-Term Yield in an Affine HJM Framework on $$S_{d}^{+}$$ S d +
Crossref DOI link: https://doi.org/10.1007/s00245-016-9379-8
Published Online: 2016-10-06
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Biagini, Francesca
Gnoatto, Alessandro
Härtel, Maximilian
License valid from 2016-10-06