Media type: E-Article Title: Asymmetric short-rate model without lower bound Contributor: Vrins, Frédéric [Author]; Wang, Linqi [Author] Published: 2023 Published in: Quantitative finance ; 23(2023), 2, Seite 279-295 Language: English DOI: 10.1080/14697688.2022.2156384 Identifier: Keywords: Affine short-rate model ; Implied density calibration ; Jensen-Shannon divergence ; Negative interest rates ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access