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A fractal version of the Hull-White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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A bivariate Hawkes process for interest rate modeling
Hainaut, Donatien - In: Economic modelling 57 (2016), pp. 180-196
Persistent link: https://www.econbiz.de/10011646883
Cover Image
A fractal version of the Hull–White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10010088105