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~subject:"USA"
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Gaussian process
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Krippner, Leo
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A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo
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2013
Persistent link: https://www.econbiz.de/10009788818
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Risk premia, volatilities, and sharpe ratios in a nonlinear term structure model
Feldhütter, Peter
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Heyerdahl-Larsen, Christian
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2013
Persistent link: https://www.econbiz.de/10010484458
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A tractable framework for zero lower bound Gaussian term structure models
Krippner, Leo
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2013
Persistent link: https://www.econbiz.de/10010188623
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