A cyclical square-root model for the term structure of interest rates
Manuel Moreno; Federico Platania
| Year of publication: |
2015
|
|---|---|
| Authors: | Moreno, Manuel ; Platania, Federico |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 241.2015, 1 (16.2.), p. 109-121
|
| Subject: | Square-root process | Interest rates | Continuous-time model | Harmonic waves | Martingale | Theorie | Theory | Zinsstruktur | Yield curve | Zins | Interest rate | Martingal |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010486893