A Note on the Nelson-Siegel Family
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Publication:2757308
DOI10.1111/1467-9965.00073zbMath0997.91034OpenAlexW3123016607MaRDI QIDQ2757308
Publication date: 26 November 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://infoscience.epfl.ch/record/148510
Microeconomic theory (price theory and economic markets) (91B24) Martingales with continuous parameter (60G44)
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