Pages that link to "Item:Q4642736"
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The following pages link to A note on the long rate in factor models of the term structure (Q4642736):
Displaying 6 items.
- Duration, factor sensitivities, and interest rate Greeks (Q665789) (← links)
- Long memory affine term structure models (Q898585) (← links)
- Long run forward rates and long yields of bonds and options in heterogeneous equilibria (Q928503) (← links)
- Long-term factorization in Heath-Jarrow-Morton models (Q1650942) (← links)
- Term structure modeling and asymptotic long rate (Q1974033) (← links)
- (Q2741092) (← links)