Please use this identifier to cite or link to this item:
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 |
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