INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA
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Publication:5061499
DOI10.1142/S0219024921500424zbMath1484.91492arXiv2010.05462MaRDI QIDQ5061499
Flavia Antonacci, Marco Papi, Fernanda D'ippoliti, Cristina Costantini
Publication date: 11 March 2022
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.05462
91G30: Interest rates, asset pricing, etc. (stochastic models)
91G20: Derivative securities (option pricing, hedging, etc.)
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