SMEAL WIKI

Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk

Qiang Dai, Anh Le, Kenneth J. Singleton
Year2006
VenueSSRN Electronic Journal
Typepreprint
Citations55
DOI10.2139/ssrn.889029
OpenAlexW2151998305

Topics

Stochastic processes and financial applicationsTerm (time)EconometricsEconomicsMathematicsPhysics