scholarly journals The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models

2012 ◽  
Author(s):  
Linlin Niu ◽  
Gengming Zeng
Keyword(s):  
Term Structure ◽  
Discrete Time ◽  
Term Structure Models

scholarly journals Markovian term structure models in discrete time

2002 ◽  
Vol 12 (2) ◽  
pp. 710-729 ◽  
Author(s):  
Damir Filipović ◽  
Jerzy Zabczyk
Keyword(s):  
Term Structure ◽  
Discrete Time ◽  
Term Structure Models

Discrete time Wishart term structure models

2011 ◽  
Vol 35 (6) ◽  
pp. 815-824 ◽  
Author(s):  
Christian Gourieroux ◽  
Razvan Sufana
Keyword(s):  
Term Structure ◽  
Discrete Time ◽  
Term Structure Models
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