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~person:"Galisteo, Merche"
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ornstein-uhlenbech process
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Galisteo, Merche
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Dynamics of the term structure on interest rates: a two-factor model
Albiol, Hortensia Fontanals
;
Galisteo, Merche
;
Valle, …
-
Facultat d'Economia i Empresa, Universitat de Barcelona
-
1998
the model. In comparison to Moreno's in this paper the long-term interest rate follows a
square
root
process
which does …
Persistent link: https://www.econbiz.de/10005176392
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