Open AccessTerm Structure Models with Unspanned Factors and Unspanned Stochastic Volatility
Author(s) -
Alex Backwell
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3285254
Subject(s) - term (time) , stochastic volatility , volatility (finance) , economics , econometrics , financial economics , physics , quantum mechanics
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