Revisiting elastic string models of forward interest rates
Victor Le Coz and Jean-Philippe Bouchaud
| Year of publication: |
2024
|
|---|---|
| Authors: | Le Coz, Victor ; Bouchaud, Jean-Philippe |
| Subject: | Agent based | Epps effect | Forward rate | Hyperbolic discounting | Interest rate curve | Micro-founded | Random field theory | Time scale | Theorie | Theory | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Zins | Interest rate | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2401450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196945