![](/img/cover-not-exists.png)
Generalized Mean-Reverting 4/2 Factor Model
Cheng, Yuyang, Escobar-Anel, Marcos, Gong, ZhenxianVolume:
12
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm12040159
Date:
October, 2019
File:
PDF, 2.49 MB
2019