SOFR Term Structure Dynamics - Discontinuous Short Rates and Stochastic Volatility Forward Rates

Brace, A Gellert, K Schlögl, E

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Field	Value	Language
dc.contributor.author	Brace, A
dc.contributor.author	Gellert, K
dc.contributor.author	Schlögl, E
dc.date.accessioned	2023-10-09T01:38:37Z
dc.date.available	2023-10-09T01:38:37Z
dc.date.issued	2022-11-07
dc.identifier.citation	2022
dc.identifier.uri	http://hdl.handle.net/10453/172573
dc.language	en
dc.rights	info:eu-repo/semantics/openAccess
dc.title	SOFR Term Structure Dynamics - Discontinuous Short Rates and Stochastic Volatility Forward Rates
dc.type	Journal Article
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	open_access	*
dc.date.updated	2023-10-09T01:38:36Z

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