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http://bura.brunel.ac.uk/handle/2438/20064| Title: | Tests of non linear Gaussian term structure models |
| Authors: | Realdon, M |
| Keywords: | Quadratic model;Black model;Vasicek model;Black–Karasinski model;Method of lines |
| Issue Date: | 2016 |
| Publisher: | Elsevier |
| Citation: | Journal of International Financial Markets, Institutions and Money, 2016, 44 pp. 128 - 147 |
| URI: | http://bura.brunel.ac.uk/handle/2438/20064 |
| DOI: | http://dx.doi.org/10.1016/j.intfin.2016.05.002 |
| ISSN: | 1042-4431 http://dx.doi.org/10.1016/j.intfin.2016.05.002 |
| Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 234.36 kB | Adobe PDF | View/Open |
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