IDENTIFICATION OF AFFINE TERM STRUCTURES FROM YIELD CURVE DATA
AIHARA, SHIN ICHI, BAGCHI, ARUNABHAVolume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024910005760
Date:
March, 2010
File:
PDF, 1.29 MB
english, 2010