Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve

Research output: Working paperAcademic

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Original languageEnglish
Place of PublicationGroningen
PublisherUniversity of Groningen, SOM research school
Number of pages32
Volume17009-EEF
Publication statusPublished - 2017

Publication series

NameSOM Research Reports
No.2017-009-EEF

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