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Affine term structure as multi-soliton - MaRDI portal

Affine term structure as multi-soliton (Q3121346)

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Affine term structure as multi-soliton
scientific article

    Statements

    title
    Affine term structure as multi-soliton (English)
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    author
    Hidemi Aihara
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    Jirô Akahori
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    Edouard Grenier
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    publication date
    18 March 2019
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    zbMATH Keywords
    term structure of interest rates
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    humps
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    affine class
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    quadratic Gaussian model
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    solitons
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    Identifiers

    DOI
    10.14495/jsiaml.6.17
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    zbMATH DE Number
    7037314
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    OpenAlex ID
    W1971213817
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