Parameter stability in yield curve fitting

DOI10.1007/978-3-032-05551-4_16MaRDI QIDQ7296122zbMATH OpenFDO

Authors Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji, Ilaria Stefani

Publication date 14 July 2026

Full work available at URL https://doi.org/10.1007/978-3-032-05551-4_16

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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