An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355): Difference between revisions
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Revision as of 09:33, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An arbitrage‐free generalized Nelson–Siegel term structure model |
scientific article |
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An arbitrage‐free generalized Nelson–Siegel term structure model (English)
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22 December 2009
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arbitrage-free
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Nelson-Siegel
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Svensson extension
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yield curve
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