SMEAL WIKI

Tractable Term-Structure Models

Bruno Feunou, Jean‐Sébastien Fontaine, Anh Le, CHRISTIAN T. LUNDBLAD
Year2015
VenueSSRN Electronic Journal
Typepreprint
Citations3
DOI10.2139/ssrn.2693568
OpenAlexW2174079712

Topics

Stochastic processes and financial applicationsTerm (time)Computer sciencePhysicsQuantum mechanics