Approximate Closed Formulas for Zero-Coupon Bonds in the Zero Lower Bound Framework

Jun, Jae‐Yun; Rakotondratsimba, Yves

doi:10.2139/ssrn.2982989

SSRN Journal

2017

DOI: 10.2139/ssrn.2982989

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Approximate Closed Formulas for Zero-Coupon Bonds in the Zero Lower Bound Framework

Jae‐Yun Jun

Yves Rakotondratsimba

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Approximate Closed Formulas for Zero-Coupon Bonds in the Zero Lower Bound Framework

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References 12 publications

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