Affine arbitrage-free yield net models with application to the euro debt crisis
| Autor: | Hong, Zhiwu, Niu, Linlin, Zhang, Chen |
|---|---|
| Zdroj: | In Journal of Econometrics September 2022 230(1):201-220 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Hong, Zhiwu, Niu, Linlin, Zhang, Chen |
|---|---|
| Zdroj: | In Journal of Econometrics September 2022 230(1):201-220 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect