Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve

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Originele taal-2	English
Plaats van productie	Groningen
Uitgever	University of Groningen, SOM research school
Aantal pagina's	32
Volume	17009-EEF
Status	Published - 2017

Naam	SOM Research Reports
Nr.	2017-009-EEF

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@techreport{0295eef24fbf40f9a109465850150362,

title = "Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve",

author = "Bekker, {Paul A.}",

year = "2017",

language = "English",

volume = "17009-EEF",

series = "SOM Research Reports",

publisher = "University of Groningen, SOM research school",

number = "2017-009-EEF",

type = "WorkingPaper",

institution = "University of Groningen, SOM research school",

}