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Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, Freddy - In: Insurance / Mathematics & economics 11 (1992) 4, pp. 259-269
Persistent link: https://www.econbiz.de/10001138774
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A sensitivity analysis of an estimation method of the forward rate or the yield curve
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554943
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A nonparametric method to estimate the term structure in a continuous framework
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554949
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Adjusted methods to estimate the term structure in a continuous framework
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000555136
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Long-term returns in stochastic interest rate models
Deelstra, Griselda - In: Selected papers of the International Conference on …, (pp. 280-283). 1995
Persistent link: https://www.econbiz.de/10001315786
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An interest rate model with upper and lower bounds
Delbaen, Freddy; Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 3/4, pp. 191-209
Persistent link: https://www.econbiz.de/10001769365
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How to estimate the yield curve and the forward rate curve by means of bond prices?
Delbaen, F.; Lorimier, S. - 1992
Persistent link: https://www.econbiz.de/10000136405