{"title":"多收益率曲线的无套利Nelson-Siegel模型","authors":"R. Brignone, Christoph Gerhart, E. Lütkebohmert","doi":"10.1007/s11579-021-00308-y","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"1 1","pages":"239 - 266"},"PeriodicalIF":0.9000,"publicationDate":"2021-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Arbitrage-free Nelson–Siegel model for multiple yield curves\",\"authors\":\"R. Brignone, Christoph Gerhart, E. Lütkebohmert\",\"doi\":\"10.1007/s11579-021-00308-y\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":48722,\"journal\":{\"name\":\"Mathematics and Financial Economics\",\"volume\":\"1 1\",\"pages\":\"239 - 266\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2021-10-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematics and Financial Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1007/s11579-021-00308-y\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics and Financial Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1007/s11579-021-00308-y","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
期刊介绍:
The primary objective of the journal is to provide a forum for work in finance which expresses economic ideas using formal mathematical reasoning. The work should have real economic content and the mathematical reasoning should be new and correct.