Forecasting the Term Structure of Interest Rates with SPDE-Based Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Duan, Qihao, Simas, Alexandre B., Bolin, David, Huser, Raphaël
Format:	Preprint
Published:	2025
Subjects:	Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.23910