A note on the long rate in factor models of the term structure (Q4642736)
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scientific article; zbMATH DE number 6873738
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| English | A note on the long rate in factor models of the term structure |
scientific article; zbMATH DE number 6873738 |
Statements
A note on the long rate in factor models of the term structure (English)
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25 May 2018
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Dybvig-Ingersoll-Ross theorem
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factor model
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long rate
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term structure
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0.88996476
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0.88328743
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0.8825386
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0.8736903
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0.8705383
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0.8653359
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0.86443174
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0.8627118
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