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Tests of non linear Gaussian term structure models
Realdon, Marco - In: Journal of international financial markets, … 44 (2016), pp. 128-147
Persistent link: https://www.econbiz.de/10011690399
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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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Linear-quadratic term structure models for negative euro area yields
Realdon, Marco; Boonyanet, Wachira - In: Economics letters 155 (2017), pp. 149-153
Persistent link: https://www.econbiz.de/10011821635
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Non-linear Gaussian sovereign CDS pricing models
Realdon, Marco - In: Quantitative finance 19 (2019) 2, pp. 191-210
Persistent link: https://www.econbiz.de/10012194648