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A Nonlinear Model of the Term Structure of Interest Rates - MaRDI portal

A Nonlinear Model of the Term Structure of Interest Rates

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Publication:4372049

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DOI10.1111/1467-9965.00030zbMath0884.90055OpenAlexW1992553035MaRDI QIDQ4372049

Nick Webber, Julian Tice

Publication date: 21 January 1998

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00030

zbMATH Keywords

chaos business cycles nonlinear models term structure Lorentz

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (1)

Long-Term Returns in Stochastic Interest Rate Models: Applications

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