An affine model for short rates when monetary policy is path dependent
Haitham A. Al-Zoubi
- Published
- Publisher
- Springer Science and Business Media LLC
- Journal / collection
- Review of Derivatives Research
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1007/s11147-024-09202-3
The original publisher provides the full text and its access options.
Cite this source
Haitham A. Al-Zoubi. An affine model for short rates when monetary policy is path dependent. Review of Derivatives Research. 2024-05-13. https://doi.org/10.1007/s11147-024-09202-3