Analytical tractability meets empirical realism in MMFBM short-rate models for CEMAC yields curves

Eric Djeutcha and Jules Sadefo Kamdem ()
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Eric Djeutcha: UN - Université de Ngaoundéré/University of Ngaoundéré [Cameroun]
Jules Sadefo Kamdem: MRE - Montpellier Recherche en Economie - UM - Université de Montpellier

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Date: 2026-07-06
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Published in Henri Claver Jimbo; Jules Sadefo Kamdem; Tesfahun Berhane; Eric Djeutcha. Computational Finance, De Gruyter Brill, 2026, 978-3-11-222817-3

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