Efficient Bond Price Approximations in Non-Linear Equilibrium-Based Term Structure Models

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Originalsprog	Engelsk
Tidsskrift	Studies in Nonlinear Dynamics and Econometrics (Online)
Vol/bind	19
Nummer	1
Sider (fra-til)	1-33
ISSN	1081-1826
DOI	https://doi.org/10.1515/snde-2012-0005
Status	Udgivet - feb. 2015

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title = "Efficient Bond Price Approximations in Non-Linear Equilibrium-Based Term Structure Models",

author = "Andreasen, {Martin M{\o}ller} and Pawel Zabczyk",

year = "2015",

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language = "English",

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journal = "Studies in Nonlinear Dynamics and Econometrics (Online)",

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AU - Andreasen, Martin Møller

AU - Zabczyk, Pawel

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DO - 10.1515/snde-2012-0005

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JO - Studies in Nonlinear Dynamics and Econometrics (Online)

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