{"title":"On the variance and skewness of the swap rate in a stochastic volatility interest rate model","authors":"Lars Palapies","doi":"10.37920/sasj.2021.55.2.2","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":53997,"journal":{"name":"SOUTH AFRICAN STATISTICAL JOURNAL","volume":" ","pages":""},"PeriodicalIF":0.4000,"publicationDate":"2021-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"SOUTH AFRICAN STATISTICAL JOURNAL","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37920/sasj.2021.55.2.2","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
期刊介绍：
The journal will publish innovative contributions to the theory and application of statistics. Authoritative review articles on topics of general interest which are not readily accessible in a coherent form, will be also be considered for publication. Articles on applications or of a general nature will be published in separate sections and an author should indicate which of these sections an article is intended for. An applications article should normally consist of the analysis of actual data and need not necessarily contain new theory. The data should be made available with the article but need not necessarily be part of it.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
