Optimal rates from eigenvalues
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DOI: 10.1016/j.frl.2015.12.003
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More about this item
Keywords
Interest rates; Partial differential equations;JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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