A comparison of multi-factor term structure models for interbank rates
Crossref DOI link: https://doi.org/10.1007/s11156-023-01147-2
Published Online: 2023-04-25
Published Print: 2023-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fabozzi, Frank J.
Fabozzi, Francesco A.
Tunaru, Diana
Funding for this research was provided by:
EDHEC Business School
Text and Data Mining valid from 2023-04-25
Version of Record valid from 2023-04-25
Article History
Accepted: 3 March 2023
First Online: 25 April 2023