Constrained smoothing -splines for the term structure of...

Constrained smoothing -splines for the term structure of interest rates

Márcio Poletti Laurini, Marcelo Moura
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Volume:
46
Year:
2010
Language:
english
Pages:
12
DOI:
10.1016/j.insmatheco.2009.11.008
File:
PDF, 939 KB
english, 2010
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