{"entities":{"Q928499":{"pageid":930347,"ns":120,"title":"Item:Q928499","lastrevid":65440710,"modified":"2026-04-12T02:37:13Z","type":"item","id":"Q928499","labels":{"en":{"language":"en","value":"Yield curve shapes and the asymptotic short rate distribution in affine one-factor models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5290180"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$2F7730A2-E16C-4C1C-9C25-5A89646A3EF0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b7b55cd61951b7cdcff252d2a762be1b61f19899","datavalue":{"value":{"text":"Yield curve shapes and the asymptotic short rate distribution in affine one-factor models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q928499$1B6A25CB-6419-434D-BD89-3DD32704C1F9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"661379564754d2b58b1e85be8f258f236b6759d3","datavalue":{"value":"1150.91020","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q928499$87D13E15-880C-40F6-9949-1F75F0523D13","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"fad8dd7361ac832718ce4666effa2dd5089647c2","datavalue":{"value":{"entity-type":"item","numeric-id":300274,"id":"Q300274"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$018057D2-5052-4141-AC17-79862DDE27E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"cb35fe33e7a5dcb54febf9dfd899a31240b0b9bc","datavalue":{"value":{"entity-type":"item","numeric-id":928498,"id":"Q928498"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$CF57904A-0A70-4A57-845D-91E232E8A50E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fc3cbe8cf287fdb2a81bc60a8afce4592cfe9e54","datavalue":{"value":{"entity-type":"item","numeric-id":135345,"id":"Q135345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$9BA5EDA4-E5E4-401A-8143-A5382B7390C9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"356eea10e764deb786aa3952f426bffa667794bd","datavalue":{"value":{"time":"+2008-06-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q928499$B844B292-D20F-403B-84FA-AAB767E585A7","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8408ee0c6ab1ac779cf4917ab32054c53b3d0985","datavalue":{"value":"https://arxiv.org/abs/0704.0567","type":"string"},"datatype":"url"},"type":"statement","id":"Q928499$776A137B-93CE-48C6-8F52-990813383E38","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"a89186aed64df0a360450dddef5b2d81e598396f","datavalue":{"value":"The authors consider, under very general conditions, a characterization of the yield curve shapes that are attainable in term structure models where the risk-neutral short rate is given by a time-homogeneous one-dimensional conservative affine process in the sense of \\textit{D. Duffie}, \\textit{D. Filipovi\u0107} and \\textit{W. Schachermayer} [Ann. Appl. Probab. 13, No. 3, 984--1053 (2003; Zbl 1048.60059)]. It is shown that in such a model yield curves can only be normal, inverse or humped (i.e. endowed with a single local maximum), even though the parameter space is infinite-dimensional. An affine short rate process of this type leads to an exponentially affine structure of zero-coupon bond prices and thus also to an affine term structure of yields and forward rates. A criticism of (time-homogeneous) Cox-Ingersoll-Ross and Vasi\u010dek models is substantiated by their non-flexible properties. For example, they can not accommodate curves with a dip (local minimum), dip and a hump. The conditions are provided under which an affine process converges to a limit distribution. The limit distribution is characterized in terms of its cumulant generating functions. The paper is concluded by applying the theoretical results to several interest rate models, for example, Ornstein-Uhlenbeck-type model and some others.","type":"string"},"datatype":"string"},"type":"statement","id":"Q928499$ACE26102-27DE-4DDE-A017-2CCFCC1041F3","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fe109cf65b5e526b78e778f4289ef05f064c0043","datavalue":{"value":{"entity-type":"item","numeric-id":590139,"id":"Q590139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$D76C51FB-5E25-4F24-9AE5-5713A7D91146","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q928499$98033FC4-CF4C-4A5E-A4C8-0AEC7334C960","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c0ecd49782246b7fab028f912f49cd163073d4bd","datavalue":{"value":"60J25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q928499$415E2814-2296-408C-BFF5-2661B2A05724","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fbc3b0b5a6d5d5c38cb9a76f508969abcf4a0f52","datavalue":{"value":"5290180","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q928499$21621FB3-2287-4CC4-8726-3996235191D3","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f78521f5f640e40f8cfeedf4557ddac4778f2b1e","datavalue":{"value":"affine process","type":"string"},"datatype":"string"},"type":"statement","id":"Q928499$CCC96ECE-9BDE-4CE3-A9C6-F49746F2FE9D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6b4f232d9bc4c9c935f21ebe64f64864164dc70","datavalue":{"value":"term structure of interest rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q928499$810DF95D-DE2D-4783-A803-C4A53D897F2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"efdacca7c3c418ed78c5dd5b7a066fc8d16a748c","datavalue":{"value":"Ornstein-Uhlenbeck process","type":"string"},"datatype":"string"},"type":"statement","id":"Q928499$6EB90830-AD9D-4046-9643-50E34B191634","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"59d16d1facb25f2421058cf8d4ae49284612791e","datavalue":{"value":"yield curve","type":"string"},"datatype":"string"},"type":"statement","id":"Q928499$DD0C24DB-5B6F-4737-8B74-6AFA251D8814","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$88464602-136A-4E59-8BD8-C38EF600B707","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c19ad28dddde29c7379b661176ae9d333a498473","datavalue":{"value":"W2118057922","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q928499$07191EA3-6E3A-427B-A19F-26AA0300F654","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"846b29fb1f7e2d7862411bda1aea9b5e69fe1c54","datavalue":{"value":{"entity-type":"item","numeric-id":855091,"id":"Q855091"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$EF9FEC13-7E3C-4C60-93C5-6DBF41483F16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dcc73091d764c3e172f3f1b5b73a41b670984242","datavalue":{"value":{"entity-type":"item","numeric-id":2497074,"id":"Q2497074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$DE8F35A9-183A-4B3C-8483-9D762AEE7655","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"44d1bd29f79f9abcd9a67d2f140555df6d2008aa","datavalue":{"value":{"entity-type":"item","numeric-id":2572390,"id":"Q2572390"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$3B92D5AA-60EC-4500-AAFC-BFB9E71A1FAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$6D4905AF-B20A-4ACB-AE8A-063117979293","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"962f47d5bf43e064c9590cf2d603c5ddef80d455","datavalue":{"value":{"entity-type":"item","numeric-id":1425484,"id":"Q1425484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$06416634-707B-4C6B-B6D1-07458ACFB86C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf024cf922d4414012a7c194d2c3bfcaea003149","datavalue":{"value":{"entity-type":"item","numeric-id":5950467,"id":"Q5950467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$5734C5DE-204F-454D-A508-6A4A80B99C71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bbf6630d133162052b9125904aab377fc45edff3","datavalue":{"value":{"entity-type":"item","numeric-id":3259998,"id":"Q3259998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$16127F39-379B-4BDB-B7B2-2C72DA14EB76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2a1d2334953b350104a3fcc41823d02c4db152b","datavalue":{"value":{"entity-type":"item","numeric-id":4825509,"id":"Q4825509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$D35AEB9E-1680-447C-AC01-600DC492968A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2eefe4116da60dfce20fd55a6c9cf4f5e0e56540","datavalue":{"value":{"entity-type":"item","numeric-id":2756619,"id":"Q2756619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$80D2CCA8-7DA4-4C65-9BF9-6D1B5AD08CEF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55f9e5eacaba02ff0e3613de8fde5c077c6e63eb","datavalue":{"value":{"entity-type":"item","numeric-id":4328337,"id":"Q4328337"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$08895FB9-DAC5-4E05-9E77-F006B955FDC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$67261D96-7C2A-4D9E-8479-3C638A1A6F6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f258d880717e9357f2ca35e81ccf08e82d460248","datavalue":{"value":{"entity-type":"item","numeric-id":789804,"id":"Q789804"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$43402E9B-8B6B-4564-811B-201B345EC143","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"70d3653f6521137152ead2bab864a1210a558cb2","datavalue":{"value":{"entity-type":"item","numeric-id":4445977,"id":"Q4445977"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$E1046E82-AACA-49BB-BAAF-A6D7F75E8AEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cbb65187a5d6a2f9aa0238ba5e361b71d2a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":5363838,"id":"Q5363838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q928499$D419C346-4E82-47F6-9125-4342D270556B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"068d29a2df43decf119e013321c71974fca4001a","datavalue":{"value":"10.1007/S00780-007-0059-Z","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q928499$AB2077C3-DD38-42B4-BBDE-06E47FFA4250","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9f82329579726c36717f4e6feb3a94fdf7858976","datavalue":{"value":{"entity-type":"item","numeric-id":4778825,"id":"Q4778825"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b09831d9deb4a3aa1cdde32d72fe80789a856604","datavalue":{"value":{"amount":"+0.83775634","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$6FA569BD-3683-43E0-A4B4-FF95A8D6048F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"24ba5b9a37730be887316d6fe9cba1068fcd4949","datavalue":{"value":{"entity-type":"item","numeric-id":3023921,"id":"Q3023921"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2d0736a960538a85428eecf22cdc6cbff1020e2e","datavalue":{"value":{"amount":"+0.80208975","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$3C952A69-340F-478E-A183-A602D4CAB8CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0c1af99bba8e293a5a6a0cfe6dd01aad535438ab","datavalue":{"value":{"entity-type":"item","numeric-id":5377184,"id":"Q5377184"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9d84ece9a0dceac4239af95ff55b98e24682cb5a","datavalue":{"value":{"amount":"+0.80009663","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$DF192890-342D-497A-A813-A0E3D8BB286A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c2fc277eab0dd30ae9f3dda1547f85fc341857f0","datavalue":{"value":{"entity-type":"item","numeric-id":1709609,"id":"Q1709609"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"83d0d4485f18519803748e48fd9452125d195b5d","datavalue":{"value":{"amount":"+0.7988734","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$280CE64B-4180-46EE-9629-BFE90302A9DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ccf14817a95f9c3686eb9031032816dd9c69cc04","datavalue":{"value":{"entity-type":"item","numeric-id":5376858,"id":"Q5376858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cb17810af9b88f8b72d71df406fb89cd96fed87f","datavalue":{"value":{"amount":"+0.7980489","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$CBFA2EAC-231F-40AA-8F97-0C85BE7036E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"173d40317762ff56ec3217a5523e1a5e5b01d2a8","datavalue":{"value":{"entity-type":"item","numeric-id":621711,"id":"Q621711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4bb0734eca9c3e4a1246875b7af893ab506637ff","datavalue":{"value":{"amount":"+0.79500765","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$4BA2144D-8A69-4364-8FCC-6625C1BAED31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e8c42bf5b70d17bafba94fccb5ead890a2d5894b","datavalue":{"value":{"entity-type":"item","numeric-id":5957683,"id":"Q5957683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"307f434a5cfcf2cd7fe2ae3ac5496645daffe2f0","datavalue":{"value":{"amount":"+0.79071337","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$0BB5740E-3DE5-49E4-A22F-9FA4CBD37D65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"05e97d9ef4a3588cdfb5571435d530e564fcf265","datavalue":{"value":{"entity-type":"item","numeric-id":4909141,"id":"Q4909141"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"01be2e210a2fe3e148ffd589fcf08c68caa04b30","datavalue":{"value":{"amount":"+0.78831756","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$AC858580-8372-404F-B4D6-0206B8FB4702","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f9b038ba08fdfb1fa4eee8a905b2dc9ab39b405a","datavalue":{"value":{"entity-type":"item","numeric-id":5126540,"id":"Q5126540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f39e6a5ded99db9cf198e7e0cdd89296bae6a2b6","datavalue":{"value":{"amount":"+0.78798383","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q928499$156895AA-C77E-4C6B-90B9-D4297D4482EC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Yield curve shapes and the asymptotic short rate distribution in affine one-factor models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Yield_curve_shapes_and_the_asymptotic_short_rate_distribution_in_affine_one-factor_models"}}}}}