Revisiting Elastic String Models of Forward Interest Rates

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Coz, Victor Le, Bouchaud, Jean-Philippe
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2403.18126