Volatility level dependence and linear-rational term structure models
Alex Backwell and Kalind Ramnarayan
| Year of publication: |
2022
|
|---|---|
| Authors: | Backwell, Alex ; Ramnarayan, Kalind |
| Subject: | Interest-rate volatility | linear-rational models | term structure models | volatility-level dependence | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Zinsderivat | Interest rate derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2059349 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462321