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.
Revue:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Année de publication: 2016

Volumen: 461

Pages: 217-237

Type: Article

DOI: 10.1016/J.PHYSA.2016.05.044 GOOGLE SCHOLAR

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