Calibration of Discrete Time Short Rate Term Structure Models from Coupon Bond Prices

2017 ◽  
Author(s):  
Erika Gomes-Gonnalves ◽  
Henryk Gzyl ◽  
Silvia Mayoral Blaya
Keyword(s):  
Term Structure ◽  
Discrete Time ◽  
Bond Prices ◽  
Term Structure Models ◽  
Coupon Bond

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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