HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE?
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Publication:3022035
DOI10.1142/S021902490200133XzbMath1138.91433arXivcond-mat/0101009OpenAlexW2173134612MaRDI QIDQ3022035
Tomaso Aste, Tiziana Di Matteo
Publication date: 22 June 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0101009
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Cites Work
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- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
- AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE
- Phenomenology of the interest rate curve
- An equilibrium characterization of the term structure
