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Generalized Interest Rate Dynamics And Its Impacts On Finance And Pensions
Journal
Stochastic Analysis and Applications
Date Issued
2016-11-28
Author(s)
WoS ID
WOS:000390711900008
Abstract
The recent global financial crisis caused implementation of negative or close to zero interest rates. This situation implies a necessity to study a flexible and simplistic model of interest rate, which well accommodates oscillations, cycles, and negative
OCDE Subjects
Quartile (Date Issued)
Q4
License
acceso abierto