Affine transformation

Field
Subfield
Domain
OpenAlex	C92757383

Smeal faculty

• Anh Le - score 1.9

Papers

• Discrete-Time AffineℚTerm Structure Models with Generalized Market Prices of Risk (2010) - cites 145
• An Equilibrium Term Structure Model with Recursive Preferences (2010) - cites 25
• Interest Rate Volatility and No-Arbitrage Affine Term Structure Models (2021) - cites 24