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Classification: MSC-91G30
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2010

Aihara, S.I. and Bagchi, A. (2010) Identification of affine term structures from yield curve data. International Journal of Theoretical and Applied Finance, 13 (2). pp. 259-283. ISSN 0219-0249

2009

Aihara, S.I. and Bagchi, A. (2009) Empirical identification of affine term structures from yield curve data. In: Proceedings of the 40th ISCIE International Symposium on Stochastic Systems Theory and its Applications (SSS'08), 14-15 Nov 2008, Kyoto. pp. 354-359. The Institute of Systems, Control and Information Engineers (ISCIE). ISBN 978-4-915740-40-4