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person:"Rudebusch, Glenn D."
subject:"USA"
~isPartOf:"Working papers / Financial Institutions Center"
~subject:"Arbitrage pricing"
~subject:"United States"
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Rudebusch, Glenn D.
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
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contributor
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2008
Persistent link: https://www.econbiz.de/10003790653
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003586276
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