THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL — A TOTAL POSITIVITY APPROACH (Q5157842)
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scientific article; zbMATH DE number 7411935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL — A TOTAL POSITIVITY APPROACH |
scientific article; zbMATH DE number 7411935 |
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THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL — A TOTAL POSITIVITY APPROACH (English)
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20 October 2021
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yield curve
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forward curve
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term structure
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Vasicek model
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interest rates
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total positivity
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Descartes system
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