Work

The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations

Year: 2006

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Yoichi Ueno, Naohiko Baba, Yuji Sakurai

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W194771938

Cites: 16

Cited by: 32

Related to: 10