Revisiting elastic string models of forward interest rates

DOI10.1080/14697688.2024.2401450MaRDI QIDQ7029716zbMATH OpenFDO

Authors Jean-Philippe Bouchaud

Publication date 10 February 2025

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2024.2401450

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites work

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Cited in

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• How does liquidity shape the yield curve?

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