Non-parametric confidence intervals of instantaneous forward rates
| Year of publication: |
2000
|
|---|---|
| Authors: | Carriere, Jacques F. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 26.2000, 2-3, p. 193-202
|
| Publisher: |
Elsevier |