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pro vyhledávání: '"Dobiáš, Vladimír"'
Autor:
Dobiáš, Vladimír
We address the issue of market incompleteness in the time dimension. Specifically, we focus on interest rate markets and the yield curve extraction. The lack of information about interest rates manifest itself in a non-invertible linear system. The u
Externí odkaz:
http://www.nusl.cz/ntk/nusl-77145
Autor:
Dobiáš, Vladimír
We address the issue of market incompleteness in the time dimension. Specifically, we focus on interest rate markets and the yield curve extraction. The lack of information about interest rates manifest itself in a non-invertible linear system. The u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::f7ffb5a1c884dbca798dd71b3b369ebd
http://www.nusl.cz/ntk/nusl-77145
http://www.nusl.cz/ntk/nusl-77145