Time to build and bond risk premia
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Publication:5919142
DOI10.1016/J.JEDC.2020.104024zbMath1475.91376OpenAlexW3096820188MaRDI QIDQ5919142
Publication date: 16 November 2021
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2020.104024
CIR modelstochastic delay differential equationspath dependencetime to buildbond risk premianon-Markovian asset pricing
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