A Result and Finding to Differentiate Among Models of Term-Structure and Interest-Rate Claims
Gurdip Bakshi (Temple University, United States)
- Seminars Econometric Institute
Gurdip Bakshi (Temple University, United States)
Thorston Hothorn (University of Zurich)
Alex Horenstein (University of Miami, United States)
Paul Embrechts (ETH Zürich, Switzerland)
Ivan Fernandez-Val (Boston University, United States)