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Consistent recalibration of yield curve models
Harms, Philipp; Stefanovits, David; Teichmann, Josef; … - In: Mathematical finance : an international journal of … 28 (2018) 3, pp. 757-799
Persistent link: https://www.econbiz.de/10011969080
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The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
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State space decomposition and classification of term structure shapes in the two-factor vasicek model
Keller-Ressel, Martin; Sachse, Felix - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-38
Persistent link: https://www.econbiz.de/10014497221