A cyclical square-root model for the term structure of interest rates (Q299796)
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scientific article; zbMATH DE number 6596933
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| English | A cyclical square-root model for the term structure of interest rates |
scientific article; zbMATH DE number 6596933 |
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A cyclical square-root model for the term structure of interest rates (English)
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23 June 2016
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square-root process
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interest rates
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continuous-time model
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harmonic waves
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martingale
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0.804710328578949
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0.763573408126831
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0.75979083776474
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