Term structure shapes and their consistent dynamics in the Svensson family

Fuente: arXiv

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Bibliographic Details
Main Authors:	Keller-Ressel, Martin, Sachse, Felix
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Theoretical Economics Dynamical Systems 91G30
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.08808