A tractable interest rate model with explicit monetary policy rates (Q322788)

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A tractable interest rate model with explicit monetary policy rates
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    Statements

    title
    A tractable interest rate model with explicit monetary policy rates (English)
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    author
    Jean-Paul Renne
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    publication date
    7 October 2016
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    zbMATH Keywords
    yield curve
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    option pricing
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    regime switching
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    market expectations
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    91G20
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    91G70
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    zbMATH DE Number
    6636182
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    OpenAlex ID
    W2192113494
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