Staying at Zero with Affine Processes: A New Dynamic Term Structure Model.
Authors
Publication date
- MONFORT Alain
- PEGORARO Fulvio
- RENNE Jean paul
- ROUSSELLET Guillaume
2014
Publication type
Journal Article
Summary
No summary available.
Publisher
Elsevier BV
-
No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr