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1.
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Replication files for peer-reviewed article published in Management Science. Paper published online January 26, 2022. When citing this dataset, please also cite the assoc[...]
2022 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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2.
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We introduce a new framework that facilitates term structure modeling with both positive interest rates and flexible time series dynamics but that is also tractable, mean[...]
2022 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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3.
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We introduce a new framework that facilitates term structure modeling with both positive interest rates and flexible time-series dynamics but that is also tractable, mean[...]
2015 | Text | Staff Working Paper - Document de travail du personnel |
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