A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates (Q2398584)
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| Language | Label | Description | Also known as |
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| English | A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates |
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A modified arbitrage-free Nelson-Siegel model: an alternative affine term structure model of interest rates (English)
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16 August 2017
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affine
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arbitrage-free
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Nelson-Siegel
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term structure of interest rates
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