Interest rates structure dynamics: a non-parametric approach

Eric De Bodt, Philippe Grégoire, M. Cottrell

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationProceedings of Computational Finance
Publication statusPublished - 1998

Cite this

De Bodt, E., Grégoire, P., & Cottrell, M. (1998). Interest rates structure dynamics: a non-parametric approach. In Proceedings of Computational Finance