The Affine Rational Potential Model
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Publisher
Elsevier BV
Reference17 articles.
1. A heat kernel approach to interest rate models;J Akahori;Japan Journal of Industrial and Applied Mathematics,2014
2. Arbitrage Theory in Continuous Time
3. Chaos and coherence: A new framework for interest rate modelling;D C. & L P Brody;Proceedings of the Royal Society,2004
4. Rational term structure models with geometric Lévy martingales
5. A theory of the nominal term structure of interest rates;G Constantinides;Review of Financial Studies,1992
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Rational Savings Account Models for Backward-Looking Interest Rate Benchmarks;SSRN Electronic Journal;2020
2. Interest Rate Models;Springer Finance;2019
3. Affine multiple yield curve models;Mathematical Finance;2018-08-17
4. Affine Multiple Yield Curve Models;SSRN Electronic Journal;2016
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