Natalie Cox, UC Berkeley
Joint with Public Finance
Natalie Cox, UC Berkeley
Joint with Public Finance
Pamela Jakiela, University of Maryland
Pamela Jakiela, University of Maryland
Pam Jakiela, University of Maryland, College Park
* Joint with Development
Ritadhi Chakravarti
Bjorn Flesaker, UC Berkeley
Abstract: We consider the two-factor version of a family of time homogeneous interest rate models introduced by Cairns (Math Finance, 2004) in... read more