PARSIMONIOUS MODELING OF YIELD CURVES

被引：1196

作者：

NELSON, CR

SIEGEL, AF

机构：

来源：

JOURNAL OF BUSINESS | 1987年 / 60卷 / 04期

关键词：

D O I：

10.1086/296409

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：473 / 489

页数：17

共 18 条

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