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Affine and quadratic models with many factors and few parameters
Realdon, Marco
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1019-1046
Persistent link: https://www.econbiz.de/10012264944
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Gaussian models for Euro high grade government yields
Realdon, Marco
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1468-1511
Persistent link: https://www.econbiz.de/10012014691
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3
Discounting earnings with stochastic discount rates
Realdon, Marco
- In:
The European journal of finance
25
(
2019
)
10
,
pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
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