Journals
Publish with us
Publishing partnerships
About us
Blog
Abstract and Applied Analysis
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Abstract and Applied Analysis
/
2015
/
Article
/
Tab 3
/
Research Article
The Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate Models
Table 3
The RMSE of the yield curves for different maturity times under Assumptions A1–A5.
Assumption
6 months
12 months
24 months
A1
A2
A3
A4
A5