Numerical Simulation of the Term Structure of Interest Rates using a Random Field
Stuart McDonald () and
Rodney Beard ()
No 105, Computing in Economics and Finance 2002 from Society for Computational Economics
Keywords: Term structure modelling; business cycles; yield curves; Gaussian random fields. (search for similar items in EconPapers)
JEL-codes: C63 G12 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:105
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