L. Gómez-Valle, J. Martínez-Rodríguez. A numerical approach to obtain the yield curves with different risk-neutral drifts. Mathematical and Computer Modelling, 54(7-8):1773-1780, 2011. [doi]
@article{Gomez-ValleM11,
title = {A numerical approach to obtain the yield curves with different risk-neutral drifts},
author = {L. Gómez-Valle and J. Martínez-Rodríguez},
year = {2011},
doi = {10.1016/j.mcm.2010.11.079},
url = {http://dx.doi.org/10.1016/j.mcm.2010.11.079},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/Gomez-ValleM11},
cites = {0},
citedby = {0},
journal = {Mathematical and Computer Modelling},
volume = {54},
number = {7-8},
pages = {1773-1780},
}