Estimating the Yield-Curve - An Implied Volatility Approach (in Danish)
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Elsevier BV
Reference83 articles.
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2. Term Structure Estimation using the Cox, Ingersoll and Ross Model: The Case of Italian Treasury Bonds;Cuoco Barone;Journal of Fixed Income,1991
3. General Solutions of some Interest Rate-Contingent Claim Pricing Equations;Tenney Beaglehole Og;Journal of Fixed Income,1991
4. A nonlinear equilibrium model of the term structure of interest rates;Tenney Beaglehole Og;Journal of Financial Economics,1992
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Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A 3-Factor Model for the Yield-Curve Dynamics - The Case of Stochastic Spot-Rate, Market Price of Risk and Volatility;SSRN Electronic Journal;1998
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