A Survey of Non-linear Methods for No-arbitrage Bond Pricing
Carl Chiarella,
Chih-Ying Hsiao and
Ming Xi Huang
No 277, Research Paper Series from Quantitative Finance Research Centre, University of Technology, Sydney
Pages: 27 pages
Date: 2010-05-01
New Economics Papers: this item is included in nep-fmk
References: Add references at CitEc
Citations:
Downloads: (external link)
https://www.uts.edu.au/sites/default/files/qfr-archive-03/QFR-rp277.pdf (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:uts:rpaper:277
Access Statistics for this paper
More papers in Research Paper Series from Quantitative Finance Research Centre, University of Technology, Sydney PO Box 123, Broadway, NSW 2007, Australia. Contact information at EDIRC.
Bibliographic data for series maintained by Duncan Ford ().