Work

Quadratic Term Structure Models

Year: 2000

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.206329

Authors: Markus Leippold, Liuren Wu

Institutions: University of Zurich, Swiss Finance Institute, Baruch College, City University of New York

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1555655020

Cites: 46

Cited by: 45

Related to: 10