POLYNOMIAL TERM STRUCTURE MODELS

DOI10.1142/S0219024921500096zbMath1466.91354arXiv1504.03238OpenAlexW3133986949MaRDI QIDQ4994442

Michael R. Tehranchi, Si Cheng

Publication date: 18 June 2021

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.03238

zbMATH Keywords

interest ratesterm structurepolynomial models

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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