Model Fitting of a Two-Factor Arbitrage-Free Model For the Term Structure of Interest Rates using Markov Chain Monte Carlo: Part 1: Theory and Methodology

C (Charnchai) Leuwattanachotinan, AJG Cairns, G Streftaris

Economics

Research output: Contribution to conference › Paper › Academic

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Original language	English
Publication status	Published - 2012

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Metis_184926.pdfFinal published version, 5.01 MB

http://hdl.handle.net/1765/39153

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