The optimization of continuous discount function through the continuous yield curve trajectories involving the parsimonious Nelson-siegel model
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DOI: https://doi.org/10.4038/jbs.v9i2.81 | Journal eISSN: 2362-0269
Language: English
Page range: 37 - 64
Published on: Dec 31, 2022
Published by: Faculty of Management Studies and Commerce, University of Jaffna
In partnership with: Paradigm Publishing Services
© 2022 Ogungbenle Gbenga Michael, Adeyele Joshua Solomon, Ihedioha Abahia Silas, published by Faculty of Management Studies and Commerce, University of Jaffna
This work is licensed under the Creative Commons Attribution-NonCommercial 4.0 License.