Staying at zero with affine processes: an application to term structure modelling (Q1676383): Difference between revisions

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Latest revision as of 16:53, 14 July 2024

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Staying at zero with affine processes: an application to term structure modelling
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    Staying at zero with affine processes: an application to term structure modelling (English)
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    7 November 2017
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    zero lower bound
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    affine process
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    term structure model
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    lift-off probabilities
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