The stochastic string model as a unifying theory of the term structure of interest rates

  1. Bueno-Guerrero, A.
  2. Moreno, M.
  3. Navas, J.F.
Revista:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Any de publicació: 2016

Volum: 461

Pàgines: 217-237

Tipus: Article

DOI: 10.1016/J.PHYSA.2016.05.044 GOOGLE SCHOLAR