Gibson, Rajna; Lhabitant, Francois-Serge; Talay, Denis - In: Foundations and Trends(R) in Finance 5 (2010) 1–2, pp. 1-156
. The aim of this survey is to provide a comprehensive review of these continuous time modeling techniques of the term … lies in the fact that it provides a unifying framework in which most continuous-time term structure models can be nested … and thus related to each other. Thus, we not only present the most important continuous-time term structure models in the …