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A theoretically consistent version of the Nelson and Siegel class of yield curve models
Krippner, Leo - In: Applied mathematical finance 13 (2006) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10003320038
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A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models
Krippner, Leo - In: Applied mathematical finance 13 (2006) 1, pp. 39-60
Persistent link: https://www.econbiz.de/10008222707