Staying at zero with affine processes: An application to term structure modelling

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Serval ID
serval:BIB_82B377FB5E37
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Staying at zero with affine processes: An application to term structure modelling
Journal
Journal of Econometrics
Author(s)
Monfort Alain, Pegoraro Fulvio, Renne Jean-Paul, Roussellet Guillaume
ISSN
0304-4076
Publication state
Published
Issued date
12/2017
Volume
201
Number
2
Pages
348-366
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_82B377FB5E37
DOI
10.1016/j.jeconom.2017.08.013
Web of science
000415773100013
Create date
30/11/2016 13:43
Last modification date
21/08/2019 5:12
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