Work

Term Structure and Volatility: Lessons from the Eurodollar Markets

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.562454

Authors: Ruslan Bikbov, Mikhail Chernov

Institutions: Columbia University, University of California, Los Angeles

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W100785939

Cites: 45

Cited by: 43

Related to: 10