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person:"Phillips, Peter C. B."
type_genre:"Non-commercial literature"
~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~person:"De la Croix, David"
~subject:"Yield curve"
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Phillips, Peter C. B.
De la Croix, David
Yu, Jun
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
Cowles Foundation discussion paper
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Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
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Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
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