Empirical identification of affine term structures from yield curve data

ShinIchi Aihara, Arunabha Bagchi

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    Original languageUndefined
    Title of host publicationProceedings of the 40th ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'08)
    Place of PublicationKyoto
    PublisherThe Institute of Systems, Control and Information Engineers (ISCIE)
    Number of pages6
    ISBN (Print)978-4-915740-40-4
    Publication statusPublished - 2009


    • EWI-22254
    • MSC-93E10
    • MSC-91G30

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