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~isPartOf:"Computing in Economics and Finance 2003"
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Derivative Pricing
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Quadratic Term Structure Models
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Term Structure Models
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Nikitopoulos-Sklibosios, Christina
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Computing in Economics and Finance 2003
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An Implementation of the Shirakawa Jump-Diffusion Term Structure Model
Nikitopoulos-Sklibosios, Christina
;
Chiarella, Carl
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005345678
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Parametric Estimation of Quadratic
Term
Structure
Models
of Interest Rates
Poor, H. Vincent
;
Chen, Li
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005345725
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