Time to build and bond risk premia (Q5919142)
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scientific article; zbMATH DE number 7427747
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time to build and bond risk premia |
scientific article; zbMATH DE number 7427747 |
Statements
Time to build and bond risk premia (English)
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16 November 2021
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time to build
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CIR model
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bond risk premia
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path dependence
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non-Markovian asset pricing
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stochastic delay differential equations
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0.9985229969024658
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0.7522729635238647
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0.6858314871788025
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0.6837954521179199
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0.6802705526351929
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