Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability

Fuente: arXiv

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Bibliographic Details
Main Authors:	Flassig, Robert, Gülay, Emrah, Guterding, Daniel
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Mathematical Finance Pricing of Securities Risk Management Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.19290