Statistically Consistent Term Structures Have Affine Geometry

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	221
Seitenumfang	242
Fachzeitschrift	SIAM Journal on Financial Mathematics
Volume	16
Ausgabenummer	1
DOIs	https://doi.org/10.1137/23M1611907
Publikationsstatus	Veröffentlicht - 2025

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Statistical consistent energy term structures have affine geometry
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