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Search: subject:"affine arbitrage-free models"
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affine arbitrage-free models
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Arbitrage-free models of stocks and bonds
Durham, J. Benson
-
Federal Reserve Bank of New York
-
2013
A small but ambitious literature uses
affine
arbitrage-free
models
to estimate jointly U.S. Treasury term premiums and …
Persistent link: https://www.econbiz.de/10010735679
Saved in:
2
Arbitrage-free models of stocks and bonds
Durham, J. Benson
-
2013
A small but ambitious literature uses
affine
arbitrage-free
models
to estimate jointly U.S. Treasury term premiums and …
Persistent link: https://www.econbiz.de/10010333651
Saved in:
3
Arbitrage-free models of stocks and bonds
Durham, J. Benson
-
2013
A small but ambitious literature uses
affine
arbitrage-free
models
to estimate jointly U.S. Treasury term premiums and …
Persistent link: https://www.econbiz.de/10010222892
Saved in:
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