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"Linearized Nelson-Siegel and Svensson models for the estimation of spot ..."

Geneviève Gauthier, Jean-Guy Simonato (2012)

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DOI: 10.1016/J.EJOR.2012.01.004

access: closed

type: Journal Article

metadata version: 2020-02-21

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Geneviève Gauthier, Jean-Guy Simonato:
Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates. Eur. J. Oper. Res. 219(2): 442-451 (2012)

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