Consistent recalibration of yield curve models

Consistent recalibration of yield curve models

Harms, Philipp, Stefanovits, David, Teichmann, Josef, Wüthrich, Mario V.
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Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12159
Date:
August, 2017
File:
PDF, 2.05 MB
english, 2017
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