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How arbitrage-free is the Nelson-Siegel model?
Coroneo, Laura
;
Nyholm, Ken
;
Vidova-Koleva, Rositsa
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10009302103
Saved in:
2
How arbitrage-free is the Nelson–Siegel model?
Coroneo, Laura
;
Nyholm, Ken
;
Vidova-Koleva, Rositsa
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 393-408
Persistent link: https://www.econbiz.de/10009030621
Saved in:
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