User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

A model for interest rates with clustering effects

  • Open access
  • PDF
  • 645.27 K
Bibliographic reference Hainaut, Donatien. A model for interest rates with clustering effects. In: Quantitative Finance, Vol. 16, no.8, p. 1203-1218 (2016)
Permanent URL http://hdl.handle.net/2078/185381