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Data driven modeling of multiple interest rates with generalized Vasicek-type models

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ilmonen, Pauliina, Laurikkala, Milla, Ralchenko, Kostiantyn, Sottinen, Tommi, Viitasaari, Lauri
Formato:	Preprint
Publicado:	2025
Materias:	Econometrics 91G30 (Primary) 62M09, 60G10 (Secondary)
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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