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

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

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@article{c5b52ab697834b7f80b8b2a21fcaa7ec,

title = "A yield-only model for the term structure of interest rates",

author = "{\c S}ule {\c S}ahin and Cairns, {Andrew J G} and Torsten Kleinow and Wilkie, {Alasdair David}",

year = "2014",

month = mar,

doi = "10.1017/S1748499513000146",

language = "English",

volume = "8",

pages = "99--130",

journal = "Annals of Actuarial Science",

issn = "1748-4995",

publisher = "Cambridge University Press",

number = "1",

}

TY - JOUR

T1 - A yield-only model for the term structure of interest rates

AU - Şahin, Şule

AU - Cairns, Andrew J G

AU - Kleinow, Torsten

AU - Wilkie, Alasdair David

PY - 2014/3

Y1 - 2014/3

U2 - 10.1017/S1748499513000146

DO - 10.1017/S1748499513000146

M3 - Article

SN - 1748-4995

VL - 8

SP - 99

EP - 130

JO - Annals of Actuarial Science

JF - Annals of Actuarial Science

IS - 1

ER -