A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models
| Year of publication: |
2006
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|---|---|
| Authors: | Krippner, Leo |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 13.2006, 1, p. 39-60
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