scientific article; zbMATH DE number 6612400

zbMATH Open1349.62538MaRDI QIDQ2993853FDOQ2993853

Authors: Lu Ye, Guanying Wang 

Publication date: 10 August 2016

Title of this publication is not available (Why is that?)

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zbMATH Keywords

subordinatorparameter estimatortreasury yield curve

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Forecasting the 10-year US Treasury rate

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