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)
Date: 2002-07-01
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Citations: View citations in EconPapers (1)

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