A Note on the Nelson-Siegel Family (Q2757308)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Nelson-Siegel Family |
scientific article |
Statements
A Note on the Nelson-Siegel Family (English)
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26 November 2001
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martingale
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interest rate model
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arbitrage
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stochstic volatility
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