Term structure shapes and their consistent dynamics in the Svensson family

Fuente: arXiv

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Bibliographische Detailangaben
Hauptverfasser:	Keller-Ressel, Martin, Sachse, Felix
Format:	Preprint
Veröffentlicht:	2024
Schlagworte:	Mathematical Finance Theoretical Economics Dynamical Systems 91G30
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

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