Discount curve construction with tension splines.
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- Review of Derivatives Research, 2007, v. 10, n. 3, p. 227, doi. 10.1007/s11147-008-9021-2
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Works matching IS 13806645 AND DT 2007 AND VI 10 AND IP 3
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A model of discontinuous interest rate behavior, yield curves, and volatility.
- Published in:
- Review of Derivatives Research, 2007, v. 10, n. 3, p. 205, doi. 10.1007/s11147-008-9020-3
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- Article