STATE SPACE DECOMPOSITION AND CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL (Q6182052)
From MaRDI portal
scientific article; zbMATH DE number 7793173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATE SPACE DECOMPOSITION AND CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL |
scientific article; zbMATH DE number 7793173 |
Statements
STATE SPACE DECOMPOSITION AND CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL (English)
0 references
23 January 2024
0 references
forward curve
0 references
yield curve
0 references
term structure
0 references
Vašíček model
0 references
interest rates
0 references
envelope
0 references
winding number
0 references
0 references
0 references
0 references
0 references
