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Monotonicity preserving regression techniques for interest rate term structure estimation: A note
Barzanti, Luca; Corradi, Corrado - In: Decisions in Economics and Finance 20 (1997) 2, pp. 125-131
Persistent link: https://www.econbiz.de/10005396199
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A note on direct term structure estimation using monotonic splines
Barzanti, Luca; Corradi, Corrado - In: Decisions in Economics and Finance 22 (1999) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10005184802
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A two-step simulation procedure to analyze the exercise features of American options
Basso, Antonella; Nardon, Martina; Pianca, Paolo - In: Decisions in Economics and Finance 27 (2004) 1, pp. 35-56
Persistent link: https://www.econbiz.de/10005622549