Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00521-024-10202-5.pdf
Reference64 articles.
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4. Vasicek OA, Venegas-Martínez F (2021) Models of the term structure of interest rates: review, trends, and perspectives. Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mex J Econ Finance) 16(2):1–28
5. Vasicek O (1977) An equilibrium characterization of the term structure. J Financ Econ 5(2):177–188
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