Discount models
Work
Year: 2023
Type: article
Abstract: Discount is the difference between the face value of a bond and its present value. We propose an arbitrage-free dynamic framework for discount models, which provides an alternative to the Heath–Jarro... more
Source: Finance and Stochastics
Author Damir Filipović
Cites: 8
Cited by: 1
Related to: 10
FWCI: 0.491
Citation percentile (by year/subfield): 57.88
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,890