Polynomial Term Structure Models
Pricing of Securities
2016-03-09 v2 Probability
Abstract
This article discuss a class of tractable model in the form of polynomial type.
Cite
@article{arxiv.1404.6190,
title = {Polynomial Term Structure Models},
author = {Si Cheng and Michael R. Tehranchi},
journal= {arXiv preprint arXiv:1404.6190},
year = {2016}
}
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