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person:"Campbell, John Y."
~isPartOf:"Working papers / Financial Institutions Center"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Christensen, Jens H. E."
~subject:"Arbitrage Pricing"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Campbell, John Y.
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790653
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769409
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3
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003586276
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