A Yield-Only Model for the Term Structure of Interest Rates

Şule Şahin, Andrew Cairns, Torsten Kleinow, A.D. Wilkie

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@article{06e60a1674664e068bfe33549bef0724,

title = "A Yield-Only Model for the Term Structure of Interest Rates",

author = "{\c S}ule {\c S}ahin and Andrew Cairns and Torsten Kleinow and A.D. Wilkie",

year = "2014",

doi = "10.1017/S1748499513000146",

language = "English",

volume = "8",

pages = "99--130",

journal = "Annals of Actuarial Science",

issn = "1748-4995",

publisher = "Cambridge University Press",

number = "1",

}