A comparison of multi-factor term structure models for interbank rates

No abstract is available for this paper.

• Publication year

  2023

• Venue

  Review of Quantitative Finance and Accounting

• Publication date

  2023-04-25

• Fields of study

  Not labeled

• Identifiers
  DOI 10.1007/s11156-023-01147-2
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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