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  • Search: subject:"Lift-off probabilities"
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Year of publication
Subject
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Low-interest-rate policy 2 Markov chain 2 Markov-Kette 2 Niedrigzinspolitik 2 Yield curve 2 Zinsstruktur 2 Affine Process 1 Affine process 1 Lift-Off probabilities 1 Lift-off probabilities 1 Option pricing theory 1 Optionspreistheorie 1 Term structure model 1 Term-Structure Model 1 Theorie 1 Theory 1 Zero Lower Bound 1 Zero lower bound 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Monfort, Alain 2 Pegoraro, Fulvio 2 Renne, Jean-Paul 2 Roussellet, Guillaume 2
Published in...
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Documents de travail / Banque de France 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain; Pegoraro, Fulvio; Renne, Jean-Paul; … - 2015
Persistent link: https://www.econbiz.de/10011305204
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Cover Image
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain; Pegoraro, Fulvio; Renne, Jean-Paul; … - In: Journal of econometrics 201 (2017) 2, pp. 348-366
Persistent link: https://www.econbiz.de/10011920515
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