Asymmetric short-rate model without lower bound (Q6158399)
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scientific article; zbMATH DE number 7698382
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymmetric short-rate model without lower bound |
scientific article; zbMATH DE number 7698382 |
Statements
Asymmetric short-rate model without lower bound (English)
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20 June 2023
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affine short-rate model
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negative interest rates
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Jensen-Shannon divergence
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implied density calibration
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0.7404865622520447
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0.7278262376785278
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0.7138043642044067
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0.7126840353012085
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0.7124534845352173
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