Improving the term structure of interest rates : two-factor models
Year of publication: |
2010
|
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Authors: | Gómez-Valle, Lourdes ; Martínez-Rodríguez, Julia |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 3, p. 275-287
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Subject: | Term structure of interest rates | partial differential equations | nonparametric estimation | volatility of the short-term interest rate | stochastic process | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation | Zins | Interest rate |
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