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person:"Diebold, Francis X."
~subject:"Arbitrage pricing"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
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2008
Persistent link: https://www.econbiz.de/10003778773
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
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2007
Persistent link: https://www.econbiz.de/10003604248
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