A simple and general approach to fitting the discount curve under no-arbitrage constraints

Matthias R. Fengler, Lin-Yee Hin

Year of publication:	November 2015
Authors:	Fengler, Matthias ; Hin, Lin-Yee
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 78-84
Subject:	B-splines \| Discount curve \| No-arbitrage constraints \| Monotone estimation \| Yield curve \| Zinsstruktur \| Diskontierung \| Discounting \| Schätztheorie \| Estimation theory

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