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Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 2, pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
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The role of jumps and options in the risk premia of interest rates
Lund, Bruno - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
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Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian; Lu, Yang - 2019
Persistent link: https://www.econbiz.de/10012237262