A numerical approach to obtain the yield curves with different risk-neutral drifts

Mathematical and Computer Modelling - Tập 54 - Trang 1773-1780 - 2011
L. Gómez-Valle1, J. Martínez-Rodríguez1
1Departamento de Economía Aplicada, Facultad de Ciencias Económicas y Empresariales, Universidad de Valladolid, Avenida del Valle de Esgueva 6, 47011 Valladolid, Spain

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