SMEAL WIKI

Tractable Term-Structure Models

Bruno Feunou, Jean‐Sébastien Fontaine, Anh Le, CHRISTIAN T. LUNDBLAD
Year2021
VenueEconstor (Econstor)
Typereport
Citations0
DOI10.34989/swp-2015-46
OpenAlexW3195869293

Topics

Stochastic processes and financial applicationsEconometricsStochastic volatilityVolatility (finance)Affine term structure modelInterest rate