An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355)

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An arbitrage‐free generalized Nelson–Siegel term structure model
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    title
    An arbitrage‐free generalized Nelson–Siegel term structure model (English)
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    author
    Jens H. E. Christensen
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    Francis X. Diebold
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    Glenn D. Rudebusch
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    publication date
    22 December 2009
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    zbMATH DE Number
    5651357
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    zbMATH Keywords
    arbitrage-free
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    Nelson-Siegel
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    Svensson extension
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    yield curve
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