The Impact of the Self-Exciting Process on the Short-Term Interest Rate Model
Year: 2025
Type: article
Source: The Journal of Derivatives
Authors: Liang Jiang, Xinjun Zhang, Meng-Shiuh Chang
Institution: Putian University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4415310243
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