Asymmetric short-rate model without lower bound
Year of publication: |
2023
|
---|---|
Authors: | Vrins, Frédéric ; Wang, Linqi |
Subject: | Affine short-rate model | Implied density calibration | Jensen-Shannon divergence | Negative interest rates | Zinsstruktur | Yield curve | Zins | Interest rate | Niedrigzinspolitik | Low-interest-rate policy | Optionspreistheorie | Option pricing theory |
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