Approximating risk-free curves in sparse data environments
C. J. van der Merwe, D. Heyman, T. de Wet
| Year of publication: |
2018
|
|---|---|
| Authors: | Merwe, C. J. van der ; Heyman, Dries ; De Wet, Tertius |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 112-118
|
| Subject: | Fair value | Risk-free curves | Simulation | Sparse data | Umwelt | Environment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.12.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005601