A Note on the Nelson-Siegel Family (Q2757308)
From MaRDI portal
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)
0 references
26 November 2001
0 references
martingale
0 references
interest rate model
0 references
arbitrage
0 references
stochstic volatility
0 references
