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Dynamic Inference in Term Structure Models with Unspanned Latent Risks

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Dubiel-Teleszynski, Tomasz, Kalogeropoulos, Konstantinos, Karouzakis, Nikolaos
Format:	Preprint
Publié:	2022
Sujets:	Applications Methodology 9{\S}B84 (Primary) 62L12, 62M20, 62P20 (Secondary)
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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