Stability of descriptive models for the term structure of interest rates with application to German Market Data.

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Cite this

@article{c3e86e5ad9be451980854da73a5e5c5f,

title = "Stability of descriptive models for the term structure of interest rates with application to German Market Data.",

author = "Cairns, {Andrew John George} and D Pritchard",

year = "2001",

language = "English",

volume = "7",

pages = "467--507",

journal = "British Actuarial Journal",

issn = "1357-3217",

publisher = "Cambridge University Press",

}