Principal-Component-Based Gaussian Affine Term Structure Models: Constraints and Their Financial Implications
International Journal of Theoretical and Applied Finance, Vol. 24 N° 7 pp. 1 - 36, March 2020
International Journal of Theoretical and Applied Finance, Vol. 24 N° 7 pp. 1 - 36, March 2020
| Type: | Academic publication |
|---|---|
| Date: | le 01/03/2020 |
| Research Cluster : | Finance |
| Source : | International Journal of Theoretical and Applied Finance |
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