Affine Nelson-Siegel model
Year of publication: |
2011
|
---|---|
Authors: | Alfaro, Rodrigo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 110.2011, 1, p. 1-3
|
Subject: | Variationsrechnung | Variational method | Zinsstruktur | Yield curve |
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