An affine model for short rates when monetary policy is path dependent

Haitham A. Al-Zoubi

Year of publication:	2024
Authors:	Zoubi, Haitham al-
Subject:	Continuous-time estimation \| Option options \| Short rates \| Stochastic volatility \| Zinsstruktur \| Yield curve \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Geldpolitik \| Monetary policy \| Stochastischer Prozess \| Stochastic process \| Optionsgeschäft \| Option trading \| Markov-Kette \| Markov chain

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