A cyclical square-root model for the term structure of interest rates
Year of publication: |
2015
|
---|---|
Authors: | Moreno, Manuel ; Platania, Federico |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 241.2015, 1, p. 109-121
|
Publisher: |
Elsevier |
Subject: | Square-root process | Interest rates | Continuous-time model | Harmonic waves | Martingale |
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