Ramsey rule with forward/backward utility for long-term yield curves modeling
Crossref DOI link: https://doi.org/10.1007/s10203-022-00370-1
Published Online: 2022-05-19
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
El Karoui, Nicole
Hillairet, Caroline
Mrad, Mohamed
Text and Data Mining valid from 2022-05-19
Version of Record valid from 2022-05-19
Article History
Received: 22 November 2020
Accepted: 19 April 2022
First Online: 19 May 2022
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