- External links and references
{{multiple issues|{{refimprove|date=July 2014}}{{Underlinked|date=September 2014}}
}}Cheyette Model is a quasi-Gaussian quadratic volatility model of interest rates which is aiming to overcome certain limitations of the Heath-Jarrow-Morton framework. External links and references- {{cite book | title = Interest Rate Modeling in Three Volumes | author = Leif B.G. Andersen, Vladimir V. Piterbarg | year = 2010 | edition = 1st ed. 2010 | url = http://www.andersen-piterbarg-book.com | isbn = 978-0-9844221-0-4 | publisher = Atlantic Financial Press | chapter = Chapter 13 | access-date = 2018-09-17 | archive-url = https://web.archive.org/web/20110208161936/http://andersen-piterbarg-book.com/ | archive-date = 2011-02-08 | dead-url = yes | df = }}
- Cheyette Model on Risk.net
{{finance-stub}} 3 : Financial models|Mathematical finance|Fixed income analysis |