Nonparametric estimation of convergence of interest rates: Effects on bond pricing
Year of publication: |
2005
|
---|---|
Authors: | Santamaría, Teresa Corzo ; Biscarri, Javier Gómez |
Published in: |
Spanish Economic Review. - Asociación Española de Economía - AEE. - Vol. 7.2005, 3, p. 167-190
|
Publisher: |
Asociación Española de Economía - AEE |
Subject: | Nonparametric estimation | convergence of interest rates | continuous time | bond valuation |
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