A note on interest rate term structure estimation using tension splines
| Year of publication: |
1998
|
|---|---|
| Authors: | Barzanti, Luca ; Corradi, Corrado |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 22.1998, 2, p. 139-143
|
| Publisher: |
Elsevier |