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~accessRights:"restricted"
~person:"McAleer, Michael"
~person:"Takamizawa, Hideyuki"
~subject:"Stochastic recovery"
~subject:"Term structure"
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McAleer, Michael
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A term structure model of interest rates with quadratic volatility
Takamizawa, Hideyuki
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1173-1198
Persistent link: https://www.econbiz.de/10011911531
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An equilibrium model of the term structures of bonds and equities
Takamizawa, Hideyuki
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472835
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