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On the choice of optimization routine in estimation of parsimonious term structure models : results from the Svensson Model
Virmani, Vineet - 2013
Persistent link: https://www.econbiz.de/10009699491
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Open access temptations : buyer beware
Virmani, Vineet - 2016
Persistent link: https://www.econbiz.de/10011471657
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Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses : a Monte Carlo investigation
Varma, Jayanth Rama; Virmani, Vineet - In: The journal of financial market infrastructures 10 (2021) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10013530785
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Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan; Virmani, Vineet - In: Applied economics 54 (2022) 6, pp. 648-669
Persistent link: https://www.econbiz.de/10012874236