Calibrating the Nelson-Siegel-Svensson Model

By Manfred Gilli, Stefan Grosse, Enrico Schumann. 2010

71 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/da6dccda07a1df4cc74dc7f5abbdf02a1432e607