@article{JSFS_1998__139_1_89_0, author = {Avouyi-Dovi, Sanvi and Blais, Thierry and Keller, Stefan and Oynoyan, \'Eric}, title = {Un mod\`ele du spread {swap/OAT} 10 ans}, journal = {Journal de la Soci\'et\'e de statistique de Paris}, pages = {89--100}, publisher = {Soci\'et\'e de statistique de Paris}, volume = {139}, number = {1}, year = {1998}, language = {fr}, url = {http://archive.numdam.org/item/JSFS_1998__139_1_89_0/} }