A cyclical square-root model for the term structure of interest rates
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Cites work
- A comparative evaluation of alternative models of the term structure of interest rates
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Cited in
(13)- Stability and Hopf bifurcation of a modified predator-prey model with a time delay and square root response function
- Implications of implicit credit spread volatilities on interest rate modelling
- Valuation of caps and swaptions under a stochastic string model
- Long-term swings and seasonality in energy markets
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- Staffing many‐server queues with autoregressive inputs
- A multi-objective pair trading strategy: integrating neural networks and cyclical insights for optimal trading performance
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