Stochastic volatility for factor Heath–Jarrow–Morton framework
Crossref DOI link: https://doi.org/10.1007/s11147-025-09217-4
Published Online: 2025-09-02
Published Print: 2025-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sepp, Artur https://orcid.org/0000-0002-7038-1748
Rakhmonov, Parviz https://orcid.org/0000-0001-9571-7378
Text and Data Mining valid from 2025-09-02
Version of Record valid from 2025-09-02
Article History
Accepted: 26 July 2025
First Online: 2 September 2025