A consistent stochastic model of the term structure of interest rates for multiple tenors
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Publication:2191452
DOI10.1016/j.jedc.2020.103861OpenAlexW2618984884MaRDI QIDQ2191452
Martino Grasselli, Mesias Alfeus, Erik Schlögl
Publication date: 25 June 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.06643
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Uses Software
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