Linear-Rational Term Structure Models: Linear-Rational Term Structure Models

By Damir Filipovi'c, Martin Larsson, Anders B. Trolle. 2017

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/790d2eb6fce4d75c393cc747ffd0cc37dc0aad92