Works matching IS 13806645 AND DT 2007 AND VI 10 AND IP 3
Results: 2
Discount curve construction with tension splines.
- Published in:
- Review of Derivatives Research, 2007, v. 10, n. 3, p. 227, doi. 10.1007/s11147-008-9021-2
- By:
- Publication type:
- Article
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
- By:
- Publication type:
- Article