Work

Term structure of volatilities and yield curve estimation methodology

Year: 2010

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697680903473286

Authors: Antonio Díaz, Francisco Jareño, Eliseo Navarro

Institution: University of Castilla-La Mancha

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2021666436

FWCI: 2.965

Cites: 30

Cited by: 17

Related to: 10