POLYNOMIAL TERM STRUCTURE MODELS (Q4994442)

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scientific article; zbMATH DE number 7360858
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POLYNOMIAL TERM STRUCTURE MODELS
scientific article; zbMATH DE number 7360858

    Statements

    title
    POLYNOMIAL TERM STRUCTURE MODELS (English)
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    author
    Si Cheng
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    Michael R. Tehranchi
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    publication date
    18 June 2021
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    zbMATH DE Number
    7360858
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    zbMATH Keywords
    term structure
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    interest rates
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    polynomial models
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    arXiv ID
    1504.03238
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    OpenAlex ID
    W3133986949
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