Affine term structure model

Field
Subfield
Domain
OpenAlex	C40753778

Smeal faculty

• Anh Le - score 1.5

Papers

• Discrete-Time AffineℚTerm Structure Models with Generalized Market Prices of Risk (2010) - cites 145
• Tractable Term Structure Models (2022) - cites 12
• Tractable Term-Structure Models (2021) - cites 0