Estimation of the yield curve and the forward rate curve starting from a finite number of observations
| Year of publication: |
1992
|
|---|---|
| Authors: | Delbaen, F. ; Lorimier, Sabine |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 11.1992, 4, p. 259-269
|
| Publisher: |
Elsevier |