A comparative evaluation of alternative models of the term structure of interest rates
type: Item
instance of: scholarly article
title: A comparative evaluation of alternative models of the term structure of interest rates
zbMATH Open document ID: 0912.90014
DOI: 10.1016/0377-2217(95)00108-5
published in: European Journal of Operational Research
publication date: 1998-10-18T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1212217
zbMATH Keywords: volatility
zbMATH Keywords: term structure of interest rates
zbMATH Keywords: no-arbitrage
zbMATH Keywords: general equilibrium
author: Gianna Boero
author: Costanza Torricelli
MaRDI profile type: Publication
full work available at URL: 0377-2217(95)00108-5
OpenAlex ID: W1996084398
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description: scientific article; zbMATH DE number 1212217