Phenomenology of the interest rate curve
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Publication:4541578
DOI10.1080/135048699334546zbMath1009.91036arXivcond-mat/9712164OpenAlexW2145575592MaRDI QIDQ4541578
Jean-Philippe Bouchaud, Nicole El Karoui, Nicolas Sagna, Rama Cont, Marc Potters
Publication date: 4 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/9712164
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