Nonparametric estimation of a multifator Heath-Jarrow-Morton model : an integrated approach
Year of publication: |
2001
|
---|---|
Other Persons: | Jeffrey, Andrew (contributor) |
Publisher: |
New Haven, Conn. |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Zero-Bond | Zero-coupon bond | Theorie | Theory |
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