On the Level-Slope-Curvature Effect in Yield Curves and Eventual Total Positivity
Forzani, Liliana, Tolmasky, Carlos F.Volume:
6
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/140998354
Date:
January, 2015
File:
PDF, 228 KB
english, 2015