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Autoencoder-based three-factor model for the yield curve of Japanese government bonds and a trading strategy
Suimon, Yoshiyuki, (2020)
Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies
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Across the borders, above the bounds : a non-linear framework for international yield curves
Coroneo, Laura, (2024)
European options on bond futures : a closed form solution
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Logarithmic preferences, myopic decisions, and incomplete information
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Production and the real rate of interest : a sample path equilibrium
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