The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
Christensen, Jens Henrik Eggert, Diebold, Francis X., Rudebusch, Glenn D.Year:
2007
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1026395
File:
PDF, 338 KB
english, 2007