Browsing by Subject Vasicek model
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
28-May-2018 | Lévy-Vasicek models and the long-bond return process | Brody, DC; Hughston, LP; Meier, DM |
2016 | Tests of non linear Gaussian term structure models | Realdon, M |