Arbitrage-free Nelson–Siegel model for multiple yield curves

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1862-9660
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Arbitrage-free Nelson–Siegel model for multiple yield curves ; day:6 ; month:10 ; year:2021 ; pages:1-28
Mathematics and financial economics ; (6.10.2021), 1-28

Classification
Wirtschaft

Creator
Contributor
SpringerLink (Online service)

DOI
10.1007/s11579-021-00308-y
URN
urn:nbn:de:101:1-2021122322001975733041
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:28 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Associated

Other Objects (12)