A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Jha, Amit Kumar
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2506.06317