DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES
DETTE, HOLGER, ZIGGEL, DANIELVolume:
11
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024908004919
Date:
August, 2008
File:
PDF, 242 KB
english, 2008