Mario V. Wüthrich. Consistent Re-Calibration in Yield Curve Modeling: An Example. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Causal Inference in Econometrics. Volume 622 of Studies in Computational Intelligence, pages 57-82, Springer, 2016. [doi]
Abstract is missing.