Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Bakhodir Ergashev
Analysis of Multi-Factor Affine Yield Curve Models
SSRN Electronic Journal
Related publications
Correction To: Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration
SSRN Electronic Journal
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration
The Affine Curve-Lengthening Flow
Journal für die Reine und Angewandte Mathematik
Mathematics
Applied Mathematics
A Hyperbolic-Type Affine Invariant Curve Flow
Communications in Analysis and Geometry
Statistics
Probability
Geometry
Uncertainty
Analysis
Topology
Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models
SSRN Electronic Journal
Affine Models of Currency Pricing
Riding the Yield Curve
IMF Working Papers
Grid Peeling and the Affine Curve-Shortening Flow
