Control Charts and Multifactor Affine Term Structure Models

DOI10.1080/1350486X.2025.2544266MaRDI QIDQ6870878zbMATH OpenFDO

Authors Konstantinos Bisiotis, S. Psarakis, Athanasios Yannacopoulos

Publication date 20 January 2026

Published in Applied Mathematical Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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