A yield-only model for the term structure of interest rates

Şule Şahin, Andrew J G Cairns, Torsten Kleinow, Alasdair David Wilkie

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)99-130
Number of pages32
JournalAnnals of Actuarial Science
Volume8
Issue number1
DOIs
Publication statusPublished - Mar 2014

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