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.
Aldizkaria:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Argitalpen urtea: 2016

Alea: 461

Orrialdeak: 217-237

Mota: Artikulua

DOI: 10.1016/J.PHYSA.2016.05.044 GOOGLE SCHOLAR