Consistency of extended Nelson-Siegel curve families with the Ho-Lee and Hull and White short rate models

Fil: Kisbye, Noemí Patricia. Universidad Nacional de Córdoba. Facultad de Matemática, Astronomía, Física y Computación; Argentina.

Bibliographic Details
Main Authors: Kisbye, Noemí Patricia, Meier, Karem
Other Authors: https://orcid.org/0000-0003-4369-7103
Format: info:eu-repo/semantics/publishedVersion
Language:eng
Published: 2024
Subjects:
Online Access:http://hdl.handle.net/11086/553085
https://doi.org/10.4236/jmf.2017.74050