Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977): Difference between revisions
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Revision as of 03:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Purebred or hybrid?: Reproducing the volatility in term structure dynamics. |
scientific article |
Statements
Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (English)
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7 August 2003
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Term structure models
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Yield curve
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Affine models
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Quadratic models
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Inverted square root models
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Efficient method of moments
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Simulation estimators
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