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http://bura.brunel.ac.uk/handle/2438/20066| Title: | Gaussian models for Euro high grade government yields |
| Authors: | Realdon, M |
| Keywords: | affine Gaussian models;quadratic Gaussian models;Black model;vertical method oflines;sequential splitting |
| Issue Date: | 2017 |
| Publisher: | Taylor & Francis |
| Citation: | European Journal of Finance, 2017, 23 (15), pp. 1468 - 1511 |
| URI: | http://bura.brunel.ac.uk/handle/2438/20066 |
| DOI: | http://dx.doi.org/10.1080/1351847X.2016.1173082 |
| ISSN: | 1351-847X http://dx.doi.org/10.1080/1351847X.2016.1173082 1466-4364 |
| Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 253.1 kB | Adobe PDF | View/Open |
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