Term structure modeling of SOFR: evaluating the importance of scheduled jumps (Q6633867)
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scientific article; zbMATH DE number 7939740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure modeling of SOFR: evaluating the importance of scheduled jumps |
scientific article; zbMATH DE number 7939740 |
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Term structure modeling of SOFR: evaluating the importance of scheduled jumps (English)
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6 November 2024
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SOFR
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jumps
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FOMC
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futures
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