A consistent stochastic model of the term structure of interest rates for multiple tenors
| Autor: | Alfeus, Mesias, Grasselli, Martino, Schlögl, Erik |
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| Zdroj: | In Journal of Economic Dynamics and Control May 2020 114 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Alfeus, Mesias, Grasselli, Martino, Schlögl, Erik |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control May 2020 114 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect