A tractable interest rate model with explicit monetary policy rates (Q322788): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2015.12.014 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2015.12.014 / rank | |||
Normal rank | |||
Latest revision as of 14:20, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tractable interest rate model with explicit monetary policy rates |
scientific article |
Statements
A tractable interest rate model with explicit monetary policy rates (English)
0 references
7 October 2016
0 references
yield curve
0 references
option pricing
0 references
regime switching
0 references
market expectations
0 references
0 references
0 references
