Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Arbitrage-free Nelson-Siegel model for multiple yield curves - MaRDI portal

Arbitrage-free Nelson-Siegel model for multiple yield curves (Q2120601)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Arbitrage-free Nelson-Siegel model for multiple yield curves
scientific article

    Statements

    title
    Arbitrage-free Nelson-Siegel model for multiple yield curves (English)
    0 references
    author
    Riccardo Brignone
    0 references
    Christoph Gerhart
    0 references
    Eva Lütkebohmert
    0 references
    publication date
    1 April 2022
    0 references
    zbMATH Keywords
    affine processes
    0 references
    dynamic factor model
    0 references
    multiple term structures
    0 references
    Nelson-Siegel curve
    0 references

    Identifiers

    zbMATH DE Number
    7501342
    0 references
    OpenAlex ID
    W3204369689
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2120601&oldid=38890280"
    Powered by MediaWiki