Work

An affine factor model of the Greek term structure

Year: 2022

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4164055

Author: Hiona Balfoussia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1524109813

Cites: 51

Cited by: 26

Related to: 10