Model Fitting of a Two-Factor Arbitrage-Free Model for the Term Structure of Interest Rates using Markov Chain Monte Carlo: Part 2: Applications with UK Data

C (Charnchai) Leuwattanachotinan, AJG Cairns, G Streftaris

Research output: Contribution to conferencePaperAcademic

Original languageEnglish
Publication statusPublished - 2012

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