Geodesic
On estimating the yield and volatility curves
Kybernetika, Tome 33 (1997) no. 6, pp. 659-673 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 62M10, 90A09, 90A12, 91B82, 91B84 
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     author = {Dupa\v{c}ov\'a, Jitka and Abaffy, Jozsef and Bertocchi, Marida and Hu\v{s}kov\'a, Marie},
     title = {On estimating the yield and volatility curves},
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Dupačová, Jitka; Abaffy, Jozsef; Bertocchi, Marida; Hušková, Marie. On estimating the yield and volatility curves. Kybernetika, Tome 33 (1997) no. 6, pp. 659-673. http://geodesic.mathdoc.fr/item/KYB_1997_33_6_a5/

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