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Model Uncertainty, Bond Pricing, and the nonrobustness of Affine Term Structures,
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Model Uncertainty, Bond Pricing, and the nonrobustness of Affine Term Structures,
Type
working paper
Date Issued
2003-04-15
Author(s)
Gagliardini, Patrick
Porchia, Paolo
Trojani, Fabio
Language
English
HSG Classification
not classified
Refereed
No
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/69658
Subject(s)
other research area
Division(s)
s/bf - Swiss Institut...
Eprints ID
12627
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