Arbitrage smoothing in fitting a sequence of yield curves

P.A. Bekker, 27695 Bouwman

Research output: Contribution to journalArticleAcademicpeer-review

2 Citations (Scopus)
Original languageDutch
Pages (from-to)577 - 588
JournalInternational Journal of Theoretical and Applied Finance
Volume12
Issue number5
Publication statusPublished - 2009

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