Staying at zero with affine processes: an application to term structure modelling (Q1676383)
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scientific article; zbMATH DE number 6803387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Staying at zero with affine processes: an application to term structure modelling |
scientific article; zbMATH DE number 6803387 |
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Staying at zero with affine processes: an application to term structure modelling (English)
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7 November 2017
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zero lower bound
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affine process
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term structure model
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lift-off probabilities
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