Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach
Crossref DOI link: https://doi.org/10.1007/s11081-016-9333-2
Published Online: 2016-08-04
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Smirnov, Sergey N.
Lapshin, Victor A.
Kurbangaleev, Marat Z.
License valid from 2016-08-04