EconPapers    
Economics at your fingertips  
 

A generalized dynamic arbitrage free yield model

Paulus Bekker
Additional contact information
Paulus Bekker: Groningen University

No 16010-EEF, Research Report from University of Groningen, Research Institute SOM (Systems, Organisations and Management)

Date: 2016
New Economics Papers: this item is included in nep-sog
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/11370/d4ee2215-e63f-48ee-a5c8-72f4af1e596a (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:gro:rugsom:16010-eef

Access Statistics for this paper

More papers in Research Report from University of Groningen, Research Institute SOM (Systems, Organisations and Management) Contact information at EDIRC.
Bibliographic data for series maintained by Hanneke Tamling ().

 
Page updated 2024-09-16
Handle: RePEc:gro:rugsom:16010-eef