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Consistent Re-Calibration of the Discrete-Time Multifactor Vasi\v{c}ek Model. (2016). Teichmann, Josef ; Harms, Philipp ; Stefanovits, David ; Wuthrich, Mario V.
In: Papers.
RePEc:arx:papers:1512.06454.

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  5. Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation. (2003). Krippner, Leo.
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  6. Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution. (2002). Menoncin, Francesco.
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  8. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. (2001). Piazzesi, Monika.
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  9. Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure. (2001). Singleton, Kenneth ; Dai, Qiang.
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