✦ LIBER ✦
A generalised arbitrage-free Nelson–Siegel model: The impact of unspanned stochastic volatility
✍ Scribed by Chen, Rui; Du, Ke
- Book ID
- 122035360
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 203 KB
- Volume
- 10
- Category
- Article
- ISSN
- 1544-6123
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