Pages that link to "Item:Q2398584"
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The following pages link to A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates (Q2398584):
Displaying 4 items.
- Affine Nelson-Siegel model (Q621711) (← links)
- The affine arbitrage-free class of Nelson-Siegel term structure models (Q737987) (← links)
- A comparing study on dynamic estimation of term structure of interest rate in China based on hybrid Nelson-Siegel models (Q2924251) (← links)
- An arbitrage‐free generalized Nelson–Siegel term structure model (Q3653355) (← links)