Exponential-Polynomial Families and the Term Structure of Interest Rates

Damir Filipovic

Publication: Scientific journal › Journal article › Research › peer-review

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@article{f2337d50feac444cafdb617bf3e2f00c,

title = "Exponential-Polynomial Families and the Term Structure of Interest Rates",

author = "Damir Filipovic",

year = "2000",

month = feb,

day = "1",

language = "English",

volume = "6",

pages = "1 -- 27",

journal = "Bernoulli",

issn = "1350-7265",

publisher = "International Statistical Institute",

number = "6",

}