A consistent stochastic model of the term structure of interest rates for multiple tenors
Work
Year: 2020
Type: article
Institutions African Institute for Mathematical Sciences, University of Cape Town, University of Padua, Pôle Universitaire Léonard de Vinci, University of Johannesburg +1 more
Cites: 53
Cited by: 20
Related to: 10
FWCI: 3.264
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: green