Gaussian models for Euro high grade government yields

Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/20066

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DC Field	Value	Language
dc.contributor.author	Realdon, M	-
dc.date.accessioned	2020-01-21T14:56:58Z	-
dc.date.available	2017-12-08	-
dc.date.available	2020-01-21T14:56:58Z	-
dc.date.issued	2017	-
dc.identifier.citation	European Journal of Finance, 2017, 23 (15), pp. 1468 - 1511	en_US
dc.identifier.issn	1351-847X	-
dc.identifier.issn	http://dx.doi.org/10.1080/1351847X.2016.1173082	-
dc.identifier.issn	1466-4364	-
dc.identifier.uri	http://bura.brunel.ac.uk/handle/2438/20066	-
dc.format.extent	1468 - 1511	-
dc.language.iso	en	en_US
dc.publisher	Taylor & Francis	en_US
dc.subject	affine Gaussian models	en_US
dc.subject	quadratic Gaussian models	en_US
dc.subject	Black model	en_US
dc.subject	vertical method oflines	en_US
dc.subject	sequential splitting	en_US
dc.title	Gaussian models for Euro high grade government yields	en_US
dc.type	Article	en_US
dc.identifier.doi	http://dx.doi.org/10.1080/1351847X.2016.1173082	-
dc.relation.isPartOf	European Journal of Finance	-
pubs.issue	15	-
pubs.publication-status	Published	-
pubs.volume	23	-
dc.identifier.eissn	1466-4364	-
Appears in Collections:	Dept of Economics and Finance Research Papers

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