Old Web
English
Sign In
Acemap
>
Paper
>
Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-based Multivariate Approach
Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-based Multivariate Approach
2014
Ruijun Bu
Ludovic Giet
Kaddour Hadri
Michel Lubrano
Keywords:
Econometrics
Copula (linguistics)
Multivariate statistics
Interest rate
Stochastic differential equation
Statistics
Mathematics
Correction
Cite
Save
Machine Reading By IdeaReader
0
References
0
Citations
NaN
KQI
[]