First-order perturbation | Luca Riva

First-order perturbation

A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration

with Gauti Eggertsson, Sergey Egiev, Alessandro Lin and Josef Platzer

Gauti B. Eggertsson, Sergey K. Egiev, Alessandro Lin, Josef Platzer, Luca Riva