Jump to content

Cheyette model

From Wikipedia, the free encyclopedia

This is an old revision of this page, as edited by Moizsyed (talk | contribs) at 21:39, 2 July 2014 (Added tags to the page using Page Curation (stub, uncategorised, unreferenced)). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff)

This article does not cite any sources. Please help improve this article by adding citations to reliable sources. Unsourced material may be challenged and removed.
Find sources: "Cheyette model" – news · newspapers · books · scholar · JSTOR (July 2014) (Learn how and when to remove this message)

Cheyette Model is a quasi-Gaussian quadratic volatility model of interest rates which is aiming to overcome certain limitations of the Heath-Jarrow-Morton framework.

This article has not been added to any content categories. Please help out by adding categories to it so that it can be listed with similar articles, in addition to a stub category. (July 2014)

This article is a stub. You can help Wikipedia by expanding it.

Retrieved from "https://en.wikipedia.org/w/index.php?title=Cheyette_model&oldid=615349959"

Uncategorized from July 2014

Hidden categories: