Arbitrage smoothing in fitting a sequence of yield curves
Year of publication: |
2009
|
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Authors: | Bekker, Paul A. ; Bouwman, Kees E. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 5, p. 577-588
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Arbitrage | Öffentliche Anleihe | Public bond | Arbitrage Pricing | Arbitrage pricing |
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