Two-factor term structure model with uncertain volatility risk
Crossref DOI link: https://doi.org/10.1007/s00500-017-2737-x
Published Online: 2017-07-28
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Xiaowei
Gao, Jinwu
Funding for this research was provided by:
National Natural Science Foundation of China (CN) (61673225)
National Natural Science Foundation of China (61304182, 61374082)
License valid from 2017-07-28