Polynomial term structure models
Year of publication: |
2021
|
---|---|
Authors: | Cheng, Si ; Tehranchi, Michael R. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 2, p. 1-28
|
Subject: | Term structure | interest rates | polynomial models | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory |
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