"A numerical approach to obtain the yield curves with different ..."

Lourdes Gómez-Valle, Julia Martínez-Rodríguez (2011)

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DOI: 10.1016/J.MCM.2010.11.079

access: open

type: Journal Article

metadata version: 2021-02-17

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  - https://dblp.org/rec/journals/mcm/Gomez-ValleM11
Lourdes Gómez-Valle, Julia Martínez-Rodríguez:
A numerical approach to obtain the yield curves with different risk-neutral drifts. Math. Comput. Model. 54(7-8): 1773-1780 (2011)

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