Neither "normal" nor "lognormal" : modeling interest rates across all regimes
Year of publication: |
May/June 2016
|
---|---|
Authors: | Meucci, Attilio ; Loregian, Angela |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 72.2016, 3, p. 68-82
|
Subject: | Theorie | Theory | Zins | Interest rate | Zinsstruktur | Yield curve |
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