Estimating an affine term structure model of interest rates with correlated noise.

Wu S, Li R

Open source

DOI: 10.1371/journal.pone.0318076
Published: 2025
Container: PloS one
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1371/journal.pone.0318076,
  title = {Estimating an affine term structure model of interest rates with correlated noise.},
  author = {Wu S and Li R},
  year = {2025},
  journal = {PloS one},
  doi = {10.1371/journal.pone.0318076},
  url = {https://doi.org/10.1371/journal.pone.0318076}
}

RIS

TY  - JOUR
TI  - Estimating an affine term structure model of interest rates with correlated noise.
AU  - Wu S
AU  - Li R
PY  - 2025
JO  - PloS one
DO  - 10.1371/journal.pone.0318076
UR  - https://doi.org/10.1371/journal.pone.0318076
ER  -

APA

S, W., & R, L. (2025). Estimating an affine term structure model of interest rates with correlated noise.. PloS one. https://doi.org/10.1371/journal.pone.0318076

Source records

pubmed · retrieved 2026-11-10T08:51:49.216Z
europe-pmc · retrieved 2026-11-10T08:51:49.237Z
doaj · retrieved 2026-11-10T08:51:49.217Z