Article-Journal

What Drives Jumps in the Secured Overnight Financing Rate? Evidence from the Arbitrage-Free Nelson–Siegel Model with Jump Diffusion
What Drives Jumps in the Secured Overnight Financing Rate? Evidence from the Arbitrage-Free Nelson–Siegel Model with Jump Diffusion

Jan 1, 2024

Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts
Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts

Apr 1, 2021