Two-factor term structure model with uncertain volatility risk

From MaRDI portal
Publication:1800343

DOI10.1007/s00500-017-2737-xzbMath1398.91624OpenAlexW2740523362MaRDI QIDQ1800343

Xiaowei Chen, Jinwu Gao

Publication date: 23 October 2018

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-017-2737-x




Related Items (6)



Cites Work


This page was built for publication: Two-factor term structure model with uncertain volatility risk