Affine Nelson-Siegel model (Q621711)
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scientific article; zbMATH DE number 5842709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine Nelson-Siegel model |
scientific article; zbMATH DE number 5842709 |
Statements
Affine Nelson-Siegel model (English)
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28 January 2011
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Nelson-Siegel model
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yield curve
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Euler equation
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affine models
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