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

Research output: Contribution to conferencePaperAcademic

1 Downloads (Pure)
Original languageEnglish
Publication statusPublished - 2012

Cite this